I agree about the appearance of two bits of punctuation together, but the comma is there for a different reason. The dots on eg are just to tell you it's an abbreviation, but all readers know that, so it is now a relic and does make a cleaner look. However the comma afterwards imitates the hesitation in speech when one says, "For example..." It's signal to the reader that the text will go off on a tangent for a while.

I will be sticking with the no dots in my publications. On the subject of italicization of foreign words, in my case it is usually Latin plant or animal names, and I always use italics for clarity, to distinguish from common names. I don't find it 'a pain' to select and hit "ctrl+I".

I'm with dave. The dots are correct but these days why bother? Everyone understands, and it saves some time. On the other hand, publishing programs tend to correct these 'errors' with or without writers' will being expressed. In like manner, it is no longer necessary to put periods and spaces as well after name initials. J S Bach is fine.