For example, e.g. and i.e.

As a public service of the newly-formed Grammar Police, it seems proper to educate in addition to citing the grammatically challenged (myself included).

Many errors are so common that the incorrect usage is more commonplace than the correct grammar. For example:

e.g. and i.e.

When you mean "for example," use e.g. It is an abbreviation for the Latin phrase exempli gratia. When you mean "that is," use "i.e." It is an abbreviation for the Latin phrase id est. Either can be used to clarify a preceding statement, the first by example, the second by restating the idea more clearly or expanding upon it. Because these uses are so similar, the two abbreviations are easily confused. If you just stick with good old English "for example" and "that is" you won’t give anyone a chance to sneer at you. If you insist on using the abbreviation, perhaps "example given" will remind you to use "e.g.," while "in effect" suggests "i.e."

Since e.g. indicates a partial list, it is redundant to add "etc." at the end of a list introduced by this abbreviation.
Source: Common Errors in English, Dr. Paul Brians, Washington State University Department of English