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For example:

What are you going to do, sue me?

Is that correct? Or is there supposed to be a question mark after the first question:

What are you going to do? Sue me?

It seems like "Sue me?" is not a complete sentence. Did I have it right the first time?

"What are you going to do sue me?" seems too abrupt though; shouldn't it have a comma?

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The first two are correct. "Sue me?" can stand on its own. The last one isn't right. – Kris Oct 17 '12 at 15:06
It depends on the intonation. If "What are you going to do" sounds like a question, I'd make it a separate sentence with its own question mark. But the way I hear this question (in my head at least) I think it's usually better to use a dash. I don't think a comma is ever the ideal answer, but it's better than nothing. – iconoclast Nov 1 '12 at 21:23
up vote 6 down vote accepted

A comma indicates a brief pause, or delineates subordinate or relative clauses within a sentence.

Speech tends to be more informal – you can certainly use a comma as per your example.

You could also use a dash like so:

What are you going to do – sue me?

See http://oxforddictionaries.com/words/dash for more examples.

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You can't really tell what punctuation is used here -- comma, semi-colon, question mark -- in speech. It's how that intonation is represented when written which is important. – Andrew Leach Oct 17 '12 at 15:24

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