First off, let's talk about ellipsis. Most of the grammar sources I look at frequently (Grammar Girl, Chicago Manual of Style) don't spend a lot of time on using ellipsis in fiction. So let me clear up some things for you.
1. An ellipses in fiction writing is used to indicate a pause or a sentence trailing off.
Ex: I love to eat French fries . . . most of the time.
"She says she loves to eat French fries. . . ." <--That is not four ellipsis dots. Regular punctuation must be included (we'll talk about this later). It is the period at the end of the sentence and then the three ellipsis dots.
2. Ellipses should be formatted like this: word[space]dot[space]dot[space]dot[space]word
Or in less confusing terms it should like like this:
Jane loves . . . to run.
There is a space between the words and the ellipsis, as well as a space between each dot.
3. All regular punctuation should be included.
At the end of a sentence: I need to go to the store. . . . (period, followed by ellipsis)
Now on to the question of the day: Should you be using an ellipsis or a dash?
What's the difference between these two sentences?
"Stop right now or I'll shoot. . . ."
AND
"Stop right now or I'll shoot--"
The ellipsis at the end of the first sentence indicates the speaker is pausing or letting the sentence trail off. The dash at the end of the second sentence indicates that the speaker is being interrupted or making a dramatic stop in speech.
For more information, I suggest checking out the following two podcasts (or their transcripts) from Grammar Girl. Very helpful!
http://grammar.quickanddirtytips.com/ellipsis.aspx
http://grammar.quickanddirtytips.com/dashes-parentheses-commas.aspx
(Actually, I would recommend listening to ALL of GG's podcasts. It's a great way to improve your writing.)
Well, I feel enlightened. I will now be better at using my . . . ellipsis. I hope.
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