I've been fudging this for far too long -- perhaps someone out there can set me straight?

What sort of punctuation and/or capitalization does one use with dialogue embedded in text?

And what about trailing/incomplete statements?

For example:


"Not fair to subject you to all these questions, eh?" he [He?] asked, with a wink.

"Oh, no, that is not ..." she began to say. [She?]

"Oh, no, that is not --" she began to say.