I'm feeling really sick today, and I wanted to text my friend to tell him why I won't make it to our meeting. I wanted to say "I'm feeling pretty sick. Fever, headache, cough, the works.", but I've never used or even seen the expression in print before. What is the correct punctuation for this expression?
The way you have it: "the works" is fine.
I agree it looks / sounds fine as you have it. Obviously you would only write this in an informal context.
You could also combine it into one sentence, i.e., "I'm feeling pretty sick -- fever, headache, cough, the works."