I believe generally when people are shocked by something or surprised, its a natural (for whatever reason I do not know) reaction or expression. I do think it is wrong when they say "oh my god" or "jesus christ" or anything like that mixed with swearing (of course)...if they are expressing something that is immoral but they like it (i.e. a man sees a "hot chick" and says "oh my god!"). Now, if you are watching news (and your a Christian) and you see lets say a news report on a bomb going off (Lebanon recently for example). You look and are shocked by the devastation, you are surprised and you say "oh my GOD". Well, being a Christian I guess (or so) this is ok and not some direct insult to GOD like the above lust example.
Maybe I am wrong. However, GOD knows what we mean all the time as He knows our hearts.