You can write a.m. and p.m. as lowercase letters with periods after them or as small capitals without periods (3, 4).

In both way, there must be a space between the time and the "a.m." or "p.m." that follows.

Recommendation samplings:

The Associated Press Stylebook:
4 p.m.

Microsoft Manual of Style for Technical Publications:
4 P.M.

The Chicago Manual of Style and Garner's Modern American Usage:
4 p.m. or 4 PM (with PM in small capitals)

The Gregg Reference Manual:
4 p.m. or 4 P.M. (with PM in small capitals)

You have to omit zeros when the time is on the hour, but include them in a list of varying times like this one:

7:00 a.m. Registration

7:30 a.m. Breakfast

8:00 a.m. Announcements

8:15 a.m. Speaker

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