There is a whole community online who reply to scam emails, and string scammers along. People make the scammers go to great lengths to see how far they can take it. They've made scammers fill in fake forms from Western Union, they've given incorrect money collection details so the scammers go to the WU office in Nigeria only to find they don't get the money etc. They've also made the scammers go on what they call Safaris - where they make the scammer travel great distances to 'meet' them and collect the money in person.
However, what they DO discourage is for people to correct scammers on their spelling, and grammar etc., as it helps them improve their emails. This makes it easier for them to scam people, because as you pointed out the poor spelling and grammar is a dead giveaway. So yeah, it's generally bad to criticise them on their spelling.
For more information on scambaiting, go to 419eater.com. I've had great fun doing it - I got a Pay as You Go SIM card, and gave the number of it to loads of scammers. I told them that before I sent them any money, I would require them to call the number and leave a message following a script I sent them so I could be sure it was really them and they weren't trying to scam me (I know it doesn't make sense, but they bought it!)
I used the name of "Mike Hock". Much hilarity ensued - I got two messages. I'm not entirely sure what the guy's saying in the first one, but the second one followed the script:
"Hello, this is (NAME) looking for Mike Hock. It's a bit small. Now, would the real (NAME) please stand up. I got pwned."
The recordings of the messages: http://drop.io/solaoni/
//EDIT: Many of the scams come from Nigeria due to the large amount of corruption in the system, and the lack or real law enforcement against it. I've seen more come from the Ivory Coast nowadays though.