In single-spaced writing, I always have an empty line, especially when I can't indent because of technical limitations / limited technical knowledge, which ends up being most of the time. I always prefer to indent, but I haven't figured out how to do it on forums and blogs.
In double-spaced papers, adding an empty line usually just looks like you're trying to find cheap ways to extend the page count, so I don't do it unless that's what I'm trying to do and I think I can get away with it.