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As Winston Churchill (apparently) said, “This is the type of errant pedantry up with which I will not put.”
So what does this rule actually mean? According to Robert Lowth, who wrote one of the first English grammar textbooks in 1762, the preposition should always be placed before the noun, because the word preposition means “position before”. A preposition is a positioning word – at, by, for, into, off, on, out, over, to, under, up, with.
If you adhere to this rule, this sentence: What did you step on?
Should be changed to: On what did you step?
This rule (or myth, as some call it) is contentious because in conversation, we often end sentences in prepositions. Now, most grammarians agree that if the sentence sounds right when it’s ending in a preposition, it’s perfectly ok to do that. But if you think you can remove the preposition without changing the meaning of your sentence, you should do so.
Taken from the Sydney Writers Centre – Newsletter dated 30/08/12