Some people (me) like to capitalize the important words, as here, in this article – the first and the last word of the title and other key words in between. The definition of “important words in between” is interesting, as some think any word above 3 letters becomes important.
Others like to capitalize every word.
Then again, some like to start the heading with a capital and never use them again unless a name or something requiring a capital is used. This is sentence style (one I find difficult but useful in documents or workbooks with lots of sub-headings; it has its place). That said, some words need capitals, such as names, and look badly wrong if they are not used. Take mine: you may write about a stunning dawn, but if you are writing about Dawn the person, then, it’s a whole different ball-game.
The important part is to be consistent, but also to choose a style with which you are comfortable. Writing should be an enjoyable means of communication, a tool, not a struggle. This consistency needs to spread through to hyphenated words, too. Consistency is key. Ex-Wife or ex-wife or Ex-wife. Whichever you choose, keep it the same throughout.
One consistent rule is never to start a sentence or headline with a lower case letter. There are a few such words around, like iPhone, iTunes, iMac, eBay, and so on.
This also appears on the Writing IT Better website.