Should I turn my iPad off to replace the MicroSIM card?
If by "3g chip", you are referring to the iPad MicroSIM card, then no, you do not need to power off the device to switch it out. However, if you're referring to the actual 3G radio inside the iPad, my advice is to take it to an Apple store and have the repair done by an Apple technician, as operating on the device yourself is likely to void the warranty.
Yes, you should turn off your iPad before doing anything with the innards.
It always better to switch off such devices before replacing SIMs. With the exception of USB ports found on computers, its always recommended to turn off devices before connecting or replacing cables and chips.