Usually I just unmount the usb stick or mmc before unplugging it but I'd prefer to turn the power off before doing so. I think Windows does this, so the hardware should allow for turning off the power to a specific port but I don't know how to do this on a recent linux kernel (I am not sure if suspending is really the same but afaik it is deprecated/removed from recent kernels anyway).
If you know how to do this, please explain. :)