I always completely power down when changing anything, ever since the ultra-d days lol
I had a set of crucial's that died on me too, the replacement set was FAR BETTER. Even the tech dude at crucial told me on the phone that alot of the older D9's just isnt cut out for long life, he said crucial made some changes to their D9 sticks. I dunno how much of this is true but I havnt had any other sets die, including all the sets in service in the computers I have built from crucial, gskill, buffalo, corsair and muskin. On the other hand I am a low volts air clocker, I always seek out the best clocking ram and cpu's and I never really put more than 2.2 in D9's anyway. From what i can see from my own experience is that just like a cpu, ram temperature increases dramatically with increased frequency even without a voltage jump.
Example, my ddr2 800 firestix which my buddy still uses did 1100mhz at 5-5-5-15 at 2.1 volts completey stable, but they were hella warm for my taste compared to 800mhz at 4-4-4-8 at 2.1.