can we just remove the sd cards (both internal and external) without shutting down the N800? is there a stop function for the cards that we have to use before removing them?

As far as I know, it's best to shut the N800 down before removing the cards. Others may have better input.

I just pull mine out whenever, as long as there aren't any applications running that are accessing them (i.e. a media player or file manager or whatnot). I know the OS senses when the external SD card door is opened, so I presume that it does something (i.e. unmount the card) when it's opened, which would render it safe to remove.

I wasn't even aware of the door-sensing feature. In any case it is probably advisable to wait a moment after opening the door before pulling the card out to give the system time to do its unmounting.

I used to pull out inactive SD cards under Ubuntu Linux (w/ journalled ext3) with no apparent ill effects but I've since done the recommended Computer->unmount.

If there isn't a menu entry or applet for unmounting there probably should be.

I've tested this, and yes it does unmount the card when you open the door. Also, when you remove the battery cover, it will unmount the internal card (the little piece of metal inside the cover activates the sensor).
If it fails to unmount the card (i.e. if an app has files open) then it will pop up a warning message on the screen telling you so.