Should I use a comma before "for example"

In the sentence

a lot of our modern conveniences are contributing to our unhealthy lifestyle, for example we often use a car instead of walk to the local shops.

Is it correct to use a comma before for example?

It sounds more natural to to me to use a period and start a new sencence with for example, but isn’t there a rule that says that it is gramatically wrong to start a new sentence with conjunction? Or maybe for example is not a conjunction? What about adding a comma after for example

Note that I am taking the IELTS exam, so I would like to know the “correct” way.

Thanks for your time.