Absolutely. I can't tell you how many times I've done something stupid with vB code or HTML code and been unable to fix it. In fact, because we can't fix mistakes in private messages, I think the Preview option would be more valuable for PMs.

I intended to start a thread about this exact topic long ago, actually, but for whatever reason, I never did. I can't think of any reason why a Preview option for PMs would be a bad thing to spend time implementing, actually.

Peace
The Man