
Quoting
Mr. Knowitall
You can send a demand letter by any means you choose -- first class mail, FedEx, personal courier, text message, carrier pigeon.... There's no special significance to how it is delivered.
If there's any chance of your ex-roommate moving out of state, you'll want to serve any small claims case before she leaves. Otherwise, the time to file is normally the date upon which you recognize that you're not likely to get your money any other way -- while keeping in mind that you may find it as difficult to collect a judgment as you're finding it to collect the debt.