The following shell elements should be "title cased" – typically each word is capitalized. (I say "title case" instead of "proper case" because you wouldn't capitalize "and," "to," etc.)
Page Headers
Page Tabs
Menus
Query Nodes
These elements should be "sentence-cased" – typically, only the first letter of the first word should be capitalized:
Section captions
Page action captions
Section action captions
Tooltips
Column headers
Task captions
Task descriptions
Task groups
Data list group headers (when the text doesn’t represent "data" – for example, "Two weeks ago")
Also, page and section actions should have captions (exceptions must be approved).
Task descriptions should be sentences, and thus end in a period.