addressing question

i am about to send out envelopes to my calligrapher and have 1 quick question...i have been so good with all the 'etiquette' stuff except this...
FH has some relatives in florida and they all live on a street that is SW or NW....I assume i am to write our
Southwest and Northwest to be formal right?

so..is it

Southwest Cairo Avenue....or

SW Cairo Avenue


?????