I agree that asking direct questions about grammar is always important, and any time you are reading something in your native tongue (or a language in which you are well versed) that has a grammatical error, correct it. I agree with Scott that it needs to be constructive. If you are going to point out an error in someone's question or answer or post, also be sure to have an answer and clear explanation as to why the error is incorrect. If you're the one being corrected, never take offense if the person is helping you out. Learning grammar is such a necessary part of mastering a foreign language, and English especially has so many weird rules of grammar that you'll want to learn so that you're properly understood.

I think that if you are doing it in a constructive way, you should do it anytime. I have found that most people who are using this site are eager to learn and willing to take suggestions.

just think of it as part of the learning process since most of the english learners I've met are looking after that kind of matter/style... it's for their own good afterall. My style however, is simply asking them if it is okay to correct (significant error) their grammar and praise them for a well done job . :)

Referring to me, I will be very excited when someone can correct my English sentence. I am ready for the correction at any time.

I think you would do a favor to someone with whom you are chatting, if you could correct every mistake made by him. I really don't understand people, who see a simple mistake and don't correct it. It can't be inappropriate or rude, I think. I know that sometimes even English teachers avoid correcting mistakes of their pupils, because they believe that that would be impolite. That's very strange to me.