I always use proper English and grammar when sending an e-mail or when posting on a forum. You've got a full keyboard in front of you, and you're not often in a hurry, so you've got time to get it sorted out and looking nice.
It's a pain doing it on MSN though; that's when the shorthand comes out. I often use full words on SMS as well, simply because I can't be bothered turning my phone's T9 off