Yep, there is no conventional "written Cantonese" actually, but Cantonese users type what they say in the Internet quite often.
To entertainment industry, there are 2 approaches.
One is using Mandarin as subtitle, and one is using Cantonese. However, Mandarin is much more often used, especially in major or big productions.
HK people do use Chinese Mandarin in newspapers! In blogs, it depends, adults mainly use mandarin as using Cantonese in written way is so often giving an impression of childish. On IMs(eg. msn messenger) or online forums, people will use typed Cantonese.
I am so glad to see you are interested in Canton culture.