It doesn't "hurt" the pedals to be left powered on. However, as Iarasee points out, they are consuming power the whole time they are left on. For old school devices such as fuzz and distortion pedals, the power comsumption is minimal - a battery will last forever in a fuzz pedal because the current draw is so small. Newer digital pedals ie digital delays etc, are different - they consume a lot of power.I'm not sure if its good for the pedals to always have the current running through them. I leave all my pedals linked together along with keeping the power supply on. They are all bypassed but should I disconnect the power after playing? Thanks.