I often see people capitalize song titles the way they are on the album cover art and insert. I suppose I have less of a problem with this, because at least there's a reason, and I'll keep it if it doesn't bother me.

This gets annoying if used with players (even Karma, until fairly recently) which compare names in a case-sensitive way. So if you've got a band that ponces about with their typography, it makes it unnecessarily difficult (and ugly) even to browse their entire oeuvre.

Peter