How to add Jquery plugin to Drupal? Should I just paste the code in the main template file, or is there any other recommended way of attaching new Jquery plugins in Drupal 7?
The easiest way is just to add it on your theme's .info file:

scripts[] = js/my_jquery_plugin.js


The only exception is if you are adding an external resource (CDN/hosted script), in which case you should use drupal_add_js(), as explained by Jamie Hollern