I have accidentally left mine hooked up for a week in the past with no problems.
IIRC Google published research a while back that examined the failure rate of hdd's in their data centres (at the time they were using off the shelf ordinary hdd's) that said something along the lines of the failure rates incurred through thermal shock of drives heating up & cooling down was not significant, but age of the drive was more of a factor in failure rates, something like 2% in year one, 8% in year two and so on.