I do not believe there are any 'rules' to design, only principals; congruence and proportion are key principals of design, wherein any principal can be disregarded.
Your margins can be whatever you decide is aesthetically best, but should you choose to be mindful of "best practices," you will most likely make that decision based in an adherence to effective use of proportions, consistency and purpose.
Art is not formulaic--if every website had margins and banner sizes perfectly matched to 'strict rules,' and 'the best grid,' the originality (and overall impact) of that web design would suffer greatly.
Using 6px or 12px margins throughout your site is no different than 7px and 29px margins--just have a reason for your choice, and stick to it rationally. The people who say your margins need to be "perfect golden ratios of this containers width" are, in my opinion, losing sight of the creative aspect of web design--they also tend to be the designers who make cookie cutter websites... albeit potentially nice looking cookie cutter websites :)
Whether to use em over px is another story--and will require your own discretion. Fluid websites aren't always the best solution; it wouldn't be a bad habit to get used to using em's though (and maybe leaving yourself a reminder)--eg.
.myclass {
color : #333;
font-size : 1.125em /* 18px at default */
}