Heh. Every woman that I've ever been remotely involved with romantically has been someone I've met online. As far as I'm concerned, this is currently the best method of meeting someone you're truly compatible with, since it allows you to cut out the "noise" of physical attraction and social niceties and focus exclusively on someone's personality.
It all depends on what you're looking for, though. Most people don't seem to be terribly focused on finding someone compatible and prefer to focus on other aspects of attraction, such as physical looks, social status, or the ability to be entertaining.
For example, if you're like the infamous LetsGoBlues, online dating would probably be a bad idea, since you judge women exclusively on physical attraction. People who require some sort of "spark" with a person they meet (a concept that I never understood at all, honestly) would be better off meeting others in person. Likewise, people who aren't particularly picky about who they mate with would be better served meeting others in person because this requires less effort than arranging a relationship with a person online.
If you are focused primarily on personality, though, meeting people online is a great option. You can learn a great deal about another person just by having a few online conversations with him/her or reading his/her profile at a dating web site, such as match.com. It's a great way to quickly screen out people who would be poor matches, whereas you would have no easy, inoffensive method of doing this with someone you meet in person.
If you meet someone in an online medium other than a dating web site, as many of you apparently have, figuring out the other person's intentions can easily become quite "fuzzy." The best way to overcome this problem is to communicate with the other person about your feelings. If you're interested in a real relationship, ask the other person if he/she would like to meet in person at some point in the future.
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There is a guy I think I like who likes me on another message board. I'm not sure exactly what sort of relationship it is, but the other forum members have arranged this odd sort of "online marriage" between the two of us. I'm not sure if anything real will ever come of it, though.
This one hits pretty close to home for me, Civet. I used to religiously play a text-based role-playing game online called DragonRealms. Many of the regular players would end up becoming involved with each other in the game, often arranging marriages between their characters. This was often serious business, as many players would willingly pay around $200 for GameMaster assisted weddings.
Some of the players became involved in real relationships with each other. This was actually how I became involved in the closest thing I've had to a normal relationship with a woman (alas, she ended up dumping me).
Other players kept their relationships entirely within the game. Many of these people either had self-esteem issues or were already in real relationships that weren't going well. I never really understood the appeal for the entirely "fake" relationships, personally.
At any rate, if you're genuinely interested in this guy, try having a serious talk with him about it. Communication really is necessary to make these sort of things work.
If you aren't genuinely interested, I'd recommend that you avoid becoming embroiled in an "imaginary" relationship or wedding. This is simply not emotionally healthy behavior and would almost certainly end up hurting at least one of you.
If you're undecided about your feelings, try to gather the information necessary to facilitate a decision as quickly as possible. Being fickle about this sort of thing isn't morally sound, as far as I'm concerned.