I only wish people knew what "e.g." meant -- "exampli gratia" or "free example". Folks on HN frequently use e.g. when they mean i.e. or "id est" or "that is". When you know the Latin, it rankles you every time.
However despite Latin, "data" is stuff just like "hair" in standard English. "The hair _is_ on the floor", not "The hair _are_ on the floor." And thus "the data is collected", not "the data _are_ collected". English isn't a slave to Latin, but some misuses are too egregious to be tolerated.
I've only ever seen it abbreviated. The only time I've seen it spelled out is when I looked up what it meant.
Just like you, I substitute "e.g." whenever I want to use "for example", and "i.e." for "that is".
I find the difference quite straightforward once I "get it".