Re: Within a sentence, i think i have to use it like this \ldots\ Or otherwise, there'd be no space after the 3 dots.

[Followup-To: comp.text.tex]

HenHanna wrote:

the name  \ldots  is a bit goofy, isn't it?

Without amsmath package \dots and \ldots is the same.

The l in \ldots indicates that the dots are lowered to the baseline of
the line of text in contrast to what you get with \cdots in mathmode
where c shall indicate that dots are sort of vertically centered as they
are vertically alligned with the math-axis of the line of text. The
math-axis in turn is where e.g. the horizontal bar of a fraction or the
horizontal bar of + or - would occur.

Within a sentence, i think i have to use it
  like this  \ldots\  Or otherwise, there'd be no space after the 3 dots.

\ldots in the LaTeX kernel is defined as

\DeclareRobustCommand{\dots}{%
   \ifmmode\mathellipsis\else\textellipsis\fi}
\let\ldots\dots

\DeclareTextCommandDefault{\textellipsis}{%
    .\kern\fontdimen3\font
    .\kern\fontdimen3\font
    .\kern\fontdimen3\font}

So both between the first and the second dot and between the second and
the third dot and behind the third dot you get a horizontal kern
corresponding to \fontdimen3, which denotes the maximum
stretchability-component of interword space.

At the end of a Sentence,  it's usually used like this, \ldots . (?)
 
             or more like this below?
                                           \ldots~.
 

Robert Bringhurst, The Elements of Typographical Style:

| 5.2.7 Use ellipses that fit the font.
|
| Most digital fonts now include, among other things, a prefabricated
| ellipsis (a row of three baseline dots). Many typographers
| nevertheless prefer to make their own. Some prefer to set the three
| dots flush … with a normal word space before and after. Others prefer
| . . . to add thin spaces between the dots. Thick spaces (ᴍ/3) are
| prescribed by the Chicago Manual of Style, but these are another
| Victorian eccentricity. In most contexts, the Chicago ellipsis is much
| too wide.
|
| Flush-set ellipses work well with some faces, but in text work they
| are usually too narrow. Especially at small sizes, it is generally
| better to add space (as much as ᴍ/5) between the dots. Extra space
| may also look best in the midst of light, open letterforms, such as
| Baskerville, and less space in the company of a dark font, just as
| Trajanus, or when setting in bold face. (The ellipsis generally used
| in this book is part of the font and sets as a single character.)
|
| In English (but usually not in French), when the ellipsis occurs at
| the end of a sentence, a fourth dot, the period, is added and the
| space at the beginning of the ellipsis disappears. . . . When the
| ellipsis combines with a comma, exclamation mark or question mark, the
| same typographical principle applies. Otherwise, a word space is
| required fore and aft. When it combines with other punctuation, in (as
| it always does at the end of a sentence) the ellipsis, in English, is
| also punctuation. On its own, it is a graphic word. The kerning table
| must include it and the glyphs it sits next to.


Sincerely

Ulrich