Love my Fuji X10. Versatile, great quality, cool retro looks. Have it all pimped out with a leather half-case and a soft release. Fun camera; nice for traveling light and/or very unobtrusive street photography. Kinda big for a pocket, but rides well in my Think Tank Retrospective5, which I use as a purse.
It is generally advised to power down when you are changing lenses, because the sensor maintains a charge while on and can attract more dust. And, sure, you should cap the back of the lens before you chunk it in your bag.
But, you know, I have a drawer full of lens + sensor cleaning goodies. So long as I avoid physical damage to the glass, I can clean it all up later, and not miss any shots.