I myself have a big problem with mixing the two up. It's not really something big but it's the perfect thing people on an internet forum can pick at and laugh at you for in the middle of a flame-war, if they can spot it

E.g. is an abbreviation for "exempli gratia" and is used before you give an example to clarify something, e.g. "There were many funny invented names during the Soviet period, e.g. Tractor." To make it easier you can think of it as "example given."

I.e. is an abbreviation for "id est" or "that is", and is used to paraphrase a preceding statement, i.e. by restating or expanding upon it. You can think of it as "in effect."