English in Use
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The use of capital letters in English is generally similar to in other Germanic and Romance languages with a few exceptions. The following list shows when you should use a capital letter:

Capitalization

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Capitalize the first word in every sentence.
EXAMPLE: She said, "It will be hard to go home after this fun vacation."

Capitalize the pronoun I.
EXAMPLE: Ira said that I was the best dancer in the show.

Capitalize the interjection O.
EXAMPLE: Guide and direct us,O Lord.

Capitalize the first word in both the salutation and the closing of a letter.
EXAMPLES: Dear Mr. Novato: Sincerely

Capitalize the names of persons and animals.
EXAMPLES: Franklin D. Roosevelt Willem de Kooning

Capitalize geographical names

EXAMPLES: the Gulf of Mexico the Southwest Prince William Forest

Capitalize the names of planets, stars, constellations, and other heavenly bodies.

EXAMPLES: Neptune Polaris Great Nebula

Capitalize the names of teams, organizations, institutions, and government bodies.

EXAMPLES: Kansas City Chiefs Future Teachers of America

Capitalize the names of historical events and periods, special events, holidays, and other calendar items.

EXAMPLES: the Eighties the Civil War Hannukah my Birthday

Capitalize the names of nationalities, races, and peoples

EXAMPLES: Indian Chinese Bedouin

Capitalize the names of religions and their followers, holy days and celebrations, sacred writings, and specific deities.

EXAMPLES: Allah Hindus Christmas Koran

Capitalize the names of buildings and other structures.

EXAMPLES: Colleyville Heritage High School World Trade Center

Capitalize the names of monuments, memorials, and awards

EXAMPLES: Lincoln Memorial Nobel Peace Prize

Capitalize the names of trains, ships, aircraft, and spacecraft

EXAMPLES: Enola Gay U.S.S. Enterprise Challenger

Capitalize the names of businesses and the brand names of business products

EXAMPLES: Continental Airlines Microsoft Windows

Notes

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The use of medial capitals (those in the middle of words)is generally considered poor English, although this is quite common on the Internet and in advertisements. It's not necessary to capitalize styles of music (e.g. "indie"), adjectives, or the name of companies if they themselves don't use a capital letter (e.g. eBay) although the first letter will sometimes be capitalized on the Internet due to technical reasons.