Not that I'll presume to tell anyone else how to compose private messages, but I learned long ago not to put anything into one that I'd be uncomfortable revealing in public... unless it was sent to an admin, of course.

I had one of my PMs revealed here by one of our more colorful characters. No biggie. Nothing embarrassing to me in it. Note that my sentiment there in no way supports this as a common practice. I don't think anyone has advocated that, in fact.