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Capitalize the first letter of each sentence, and use paragraphs. Use standard grammar, punctuation, and general formatting rules for your messages. This does not mean using HTML email; rather, format your text only email for easy reading by the recipients.
If you are showing screen output, quoted text, or other text that is different enough from your message (though part of your message), offset it so it is clearly separate from the prose. If you do not do these things, your message will be much less readable than it could be and many people will not bother to read it at all.
Do not use lines longer than 72 columns. Many people use 80 column email client software to read their email. By writing your text in 72 columns, you leave room for quoting characters to be added in future replies without forcing a rewrapping of the text. The 72 column limit only applies to the prose part of your message, of course. Luckily, most modern email client software automates this for you already; though double check, as many also let you set this value and it may not be set by default to an appropriate value.
Some email client software does a form of automatic line wrapping, whereby when you are writing your mail, the display shows line breaks that are not actually there. When the mail reaches the list, it will not have the line breaks you thought it had. If your email client software does this, look for a setting you can tweak to make it show true line breaks and to possibly force the wrapping within the content for you automatically.