I also do what Mark does, sometimes because it's also more convenient and/or because I'd otherwise have to bunch up the extra wires around somewhere when putting everything away.
I just make sure that I've got enough drives in the case, so that I've run out of spare connectors. There's no ambiguity in that situation.
I also outline my hard drives in green magic marker (felt tip pen) which I think makes MP3s sound better.
I like extra bass, so I'm willing to take the risks that Doug outlines. What thickness nib?