>Is is proper etiquette to include your comments at the top of a message you are replying to, or at the bottom?

Personally it doesn't matter one way or the other as long as the thread is kept chronological. It's annoying when people insist on putting their reply at the top (or more rarely the bottom) even if the previous posts have been top-to-bottom. The sequence quickly becomes lost.

I also like a little pruning when threads grow lengthy. Maybe not quite to the extent advocated by Craig, but when a thread has been banging around since Clinton was president and every post is still included in the latest reply, it's a bit much. (And then you scroll all the way down to the bottom and the latest reply is a one liner.... LOL)