Sure do… I add punctuation and everything. 🙂
If you must use all capital letters for emphasis (it’s the next best choice when italics aren’t an option, although you should always use italics for this purpose in books and other published works), do not use all capitals for an entire sentence (or more). It’s the written equivalent of shouting at the top of your lungs for several minutes, something that many people consider rude.
Even if you’re doing something weird with capital letters, the sentence needs normal punctuation. This means, for example, ending a question with a question mark.
Do you ever see something so poorly written that you actually rewrite it in your head as you’re reading along?