But don’t use spaces around them, at least in my opinion (and in Chicago‘s!). There’s a debate going on at Typophile about just this question. The consensus is “There is NO consensus,” but I like this tidy summary by contributor Michael Lewis (a seminarian, not surprisingly, given his reflexive and reflective turn to the canon):

AP style is to “put a space on both sides of a dash in all uses except the start of a paragraph [their version of a bulleted list] and sports agate summaries.” See “Punctuation” chapter.
 
Chicago style is not as explicit, but all the examples in the 15th ed. do not contain preceding or following spaces (e.g.: “It was a revival of the most potent image in modern democracy—the revolutionary idea.”). See sec. 6.87ff.
 
Strunk & White are not explicit either, but also do not include spaces (e.g.: “The rear axle began to make a noise—a grinding, chattering, teeth-gritting rasp.”). See sec. I.8.
 
Bringhurst recommends using en dashes set off with spaces: “Used as a phrase marker – thus – the en dash is set with a normal word space either side.” See sec. 5.2ff.
 
I don’t have MLA or APA style guides handy, but I’ll hunt around for ‘em — er, (bad) pun intended.

Also on Typophile, this discussion of whether cursive handwriting is going out the window. Do you still use it? Do kids still learn it? Whither cursive? (There’s a Nation cover hed for you; still got it!)