Update to a very old answer: I would rather people didn't email me unless the question is very clearly related to something I'm specifically involved with. I'm fine with having my attention drawn to Noda Time questions for example, but would rather I didn't get "I'm having problems with Java servlets" emails.
People do email me questions all the time. I rarely get cross about it :)
If you've already asked the question on Stack Overflow, waited 24 hours and not seen a suitable answer, that's fine. That's much better than just emailing me directly, bypassing Stack Overflow completely. In particular, it's better than repeatedly emailing me despite my answer always being "ask on Stack Overflow" which has happened a few times...
Of course, quite often I'll ignore a .NET-based question because it's in an area of .NET I know very little about, like WCF... but I can always say so by email. And if it's a genuinely language-based question that I happen to have missed, I'll be grateful for the heads-up :)
Different users will have different preferences, of course. I deliberately make my email address very public - I want to make it easy for people to contact me. If someone doesn't make it obvious (e.g. it's not on their SO profile) then I think it would be slightly rude to start trying to find their contact details elsewhere.