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How to list some examples? "such as", "i.e.", "etc.", I'm always confused with these words. also, what's the difference between "example" and "sample", give me some examples, thanks!
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Isn't the abbrevation for "for example" -> e.g. (exempli gratia)?!

"i.e." stands for "that is to say" ("id est") - and is therefore used when explaining something you've just said a bit more detailedly.
Comments  
Hurricane:
Such as and i.e. are good ways to begin a list of examples. Etc. should come at the end of the list. It indicates that the list continues in a similar way. Here's an example:
"You should use only positive, odd-numbered integers, such as 1, 3, 5, etc." You probably shouldn't use 'etc.' unless you're referring to a list of things that most people are familiar with.

'Sample' and 'example' come from the same root word. I believe that a sample is a selection of things from a larger set, whereas an 'example' is one element of the sample. So, if I'm writing about all odd-numbered integers, my sample could be all positive odd-numbered integers with a value less than 11, and my example could be 5.
SET-->Sample-->example. General-->specific.

Sorry about all the mathematics language.
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 Pemmican's reply was promoted to an answer.
You're right, Pemmican. I am a fraud!