I always just change it to what I think it should be. Including (and perhaps especially) capitaliztation.

Sure, an artist might think he's all important and that his song deserves to be called "Go To The Mountain", but damnit, that's not gramatically correct.

Also, think of the CDs where the song order on the label turned out to be slightly different from the song order on the actual disc (say, for example, track 5 and 6 are swapped). I've had that happen several times in my collection. Would you consider that worth preserving, enough to label the song titles completely wrong? Naw. So I figure, if you would correct THAT kind of typo, then just correct everything and be done with it.