Style matters in publishing, whether in print or on the internet. How much it matters can be left to the reader, but to some readers, it matters a lot. Websites that I have written for have varying headline styles, but each tries to be internally consistent, at least. With that in mind, Publishers Weekly managing editor Dan Berchenko sketched out a handy flow chart that answers your questions about what to capitalize in a headline. They describe this as the "remixed and modified University of Chicago style that is PW’s own." In other words, your mileage may vary. Notice that Berchenko labeled his chart with an all-caps title, although he did make some letters larger than others. -via Boing Boing