There are always doubts about what sort of case is best for titles, headings and subheadings on their websites. Writing for the web is not just about the words; it is also about readability.
Can you read this better? All Caps, Sentence Case or Leading Caps for your titles?

A long time ago…
The history of uppercase and lowercase letters goes back to the 3rd century, when all Latin and Greek letters were uncial (or large). Because of the roughness of the papyrus that was the paper used at the time.
Lowercase (or small) letters were introduced over time around the 9th century, as paper-making techniques were modernized and allowed for smoother parchment.
The lowercase letters were more rounded, showed more distinction and flowed more easily from one to the other. Soon the uncial letters were used more for emphasis than anything else.

Leading Caps
Leading Caps is where the first letter of each word is capitalised.

Sentence case
Sentence case is normal typing with a capital at the beginning of the heading or phrase.

ALL CAPS?
All Caps is where all the words are in capital letters. All Caps Actually De-emphasizes What’s Important. If you are putting something in all caps, it’s likely because you are wanting to put an emphasis on it. Using all caps can be overbearing, but sometimes you really do want to just shout at people. Sometimes you need a way to communicate the irksomeness behind what you are saying in a way that is beyond bold. In these times all caps are fine, but they should be rare.

Conclusion

There is no ready formula for choosing the best case style. I hope I have helped you to form an opinion on which case style to choose. After choosing, keep it for your entire site. Readability is important.