As far as spelling errors are concerned, I try not to be too
pedantic, but I do send people /msg's all the time - esp if the mistake is glaring or even changes meaning. I don't think it's necessary to be extremly gentle - mine are usually along the lines of /msg paco [id://31415|s/I thing/I think/] :)
I too appreciate when I'm made aware of.. mispelinks. What I decided I don't like (after I did it a couple times myself) is post a note in reply saying "I think you meant foo" - it just isn't warranted.
Makeshifts last the longest.