These are not interchangeable!

• I.e. should precede a listing of all referred-to items.
• E.g. should precede a listing of example items.

The way I remember it is:

• i.e. - “is everything”
• e.g. - sounds like example: “eggsample”

I love They Might Be Giants (i.e., John and John).

I love the music TMBG makes (e.g., Particle Man, Cowtown, Till My Head Falls Off).

(Grammar Girl has more details)