Is it offensive to say "Oh My God" if you're a Christian?

Yes it is wrong,

as an atheist I just say "Oh my magnet!"

it is best to say "FUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUU" instead

I think it is, but it's in the commandments that you are not suppose to use God's name in vein.

"Oh My God", "OMG", "Jesus Christ", and "Jesus" are all forms of taking the Lord's name in vain, when used in inappropriate circumstances, like to get surprised by something bad (OR good).

on the other hand, if you look up and see Jesus coming from Heaven to Rapture His believers and to wipe evil from the earth, the "Jesus Christ!!!!" WOULD be appropriate.

No it's just a cliche exclamation. If you're a Christian and evoke your god's name while cursing at the same time then that would be offensive to other Christians.

Read the third commandment... must an atheist really tell you how to follow your scripture?

Some get prissy about it, others don't care.

It is innappropriate