Its considered etiquette to use them. Long URLS make the page stretch out, when you are in a forum, it looks bad.
can we stop using tinyurl's? No offence to anyone, they are great if your inclass and need to not a long url quickly but on the web where you can click 'em or copy them, i would like the whole url.
Its scary clicking one and not knowing where one will end up!

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic