I don't think you should have to tell anyone you are putting them on ignore, but it's not fair to PM that person and then block them right away. That's happened to me and I KNOW it was done or purpose because it was 2 or 3 PMs right in a row and I couldn't respond to any of them. I think that's harrassment.

LOL I doubt that there's any "etiquette" for ignoring someone. If you need to protect yourself, then by all means so it!