The actual en dash, em dash, or ellipsis charactor in many fonts may appear too large, too small, too narrow, or too wide, especially when used at display font sizes (headlines, for example). In those cases it is often a good idea to fine-tune this punctuation. Use a different font for just those characters. Change the size. Change the spacing around the character. Within body text this much attention to details may not be warranted most of the time.
For typeset material, use typographers marks and adjust the spacing for best visual appearance and professional polish. For typing or word processing, such as manuscripts, term papers, email, and for most Web pages, such detailed typographic standards are generally not necessary.

