As mentioned above, there are ways to reduce inrush current and sparking, but they may be not trivial or cheap. In addition to linear PSU with high value capacitors, SMPS (both AC->DC and DC->DC) typically have huge inrush currents on start-up (even low power ones). More advanced ($$$) DC/DC converters have additional limited inrush current settings.
To reduce inrush current, use soft-start circuit - from NTC thermistors, relays/triacs to more sophisticated ones.
Switch may be more robust than plug/socket for inrush, depends on specs. Repeated plug-ins will damage contacts on both plug and socket (you can see pitted dark craters in metals) making it progressively worse.