I don't think it matters too much so long as you are consistent. It may be more common to omit them, but it's not incorrect to use them. All the books I have (published in UK) utilise the full stop for initials: F. Scott Fitzgerald, E. M. Forester, etc. Although my boyfriend is saying this would be more common on a book rather than everyday use. (I work in publishing so I tend to only see it on books!)
Using full stops after common abbreviations such as Mr and Mrs is falling out of habit, but again, it's still not wrong to use them so long as you are consistent.