If you're starting a sentence with "and" or another conjunction, must you follow the conjunction with a comma?

When I was a kid, I was always told that starting a sentence off with "and" was improper. However, now it seems as if the consensus amongst members of the English cartel is that it is totally acceptable with one addendum, "you must always follow the conjunction with a comma."

My girlfriend just started a sentence with "and" and she didn't use a comma. Was she wrong? Could someone elucidate on "and", and conjunctions at the start of a sentence, and subsequent commas? Here is the exact context,

Did you see those people giving us the finger? And the counter protest?

Should that and have been followed by a comma?

1. It's perfectly OK to begin a sentence with a conjunction. Just don't do it over. And over. And over. (Except for rhetorical or narrative effect. Or in translating the Hebrew Bible.)
2. Never put a comma after a conjunction: a comma is a “disjunction”, and defeats the purpose of the conjunction. I grant that you will find some authorities conceding that the first of a pair of commas enclosing a parenthetical phrase may follow a conjuction immediately. Formally, they're correct; but if the phrase is brief the comma-pair is unnecessary, and, because if the phrase is long it tends to blur the reader's sense of your syntax, it's bad practice to put it immediately after the conjunction.

I have seen a general increase in the frequency of this CONJ+comma construction over the last ten years, largely in business writing. I suspect there are two causes:

1. Residual discomfort with violating the “rule” against starting a sentence with a conjunction — people who are insecure are more likely to grasp at a misuse as a solution. It's a sort of hypercorrection.

2. An effort to achieve a colloquial emphasis on the conjunction — the comma isolates the conjunction and reproduces the pause in speech. In cases where this is aimed at, I suggest using a colon instead of a comma; the colon is fundamentally conjunctive. And the rarity of the device serves to isolate and emphasize the conjunction.

   I honor these users' attempts to write more colloquially. But: I deprecate the awkward means they employ.

Kids have a tendency to write as if everything was connected. Leaving them to their own devices leads to paragraphs with most sentences starting with "And". Hence teachers have a blanket rule to stamp out this unruly behaviour. It's OK to start sentences with conjunctions once you've grown up, because by then you'll have become a responsible writer. Well, you'll be legal to drink alcohol, so you might as well have full responsibility for conjunctions.