When to capitalize, and when not to:
Names
Twilight
Celestia
Places
Equestria
Ponyville
First letter of a sentence
Who was that?
Great, we're ready to go.
Important words in a title
Grammar Topic of the Day
The Games We Play
Important events
The Great Storm
The Great War
Nationality
Equestrian
British
Shouting
WHAT DO YOU MEAN I DIDN'T PASS?!
I HATE YOU!
In my opinion there are better ways, such as italics, or the use of descriptive words for speech (shouted, hollered, screeched), but sometimes you need ALL CAPS RAGE for the visual effect.
Months
May
March
Sometimes the letter 'I'
Well, I for one am angry.
Sometimes I'm not the best to be around, I'll admit.
Titles
Princess Celestia
as opposed to a princess, uncapitalized
Buisness/Organization
United Nations
Big Al's Emporium
Acronyms
ASPCA
NAACP
If I forgot any, please forgive me- I'm a little stressed for time but I wanted to get this out here anyway.

301377
Sometimes the letter "I"? the i should be capitalized whenever you are talking about yourself:

I
I'll
I'd

List looks to be complete to my knowledge.

Nice one.

301378 No. Because then you'd get things like: She spent most of her tIme alone, in IsolatIon. At least, I think that's what he's saying.

301416
I meant whenever you have an I alone it should always be capitalized.

updated original post

301417 Definitely - and I agree. I just meant I think that's why he put sometimes.

'Princess' versus 'princess' - use the former when someone is addressing Celestia or Luna personally; the latter could be used when talking about them generally (e.g. 'the princesses'), though personally I prefer capitalising it most of the time.

301438
Capitalization rests upon whether the word is being used as a general noun or as a title immediately preceding the name. Thus:

"Princess Cadance kind of came out of nowhere, didn't she?"

"I think the princess is really a changeling."

"Allow me to present to you Her Royal Highness Cadance, princess of Equestria."

301454
Indeed, though arguably in stories where Celestia is the only monarch in Equestria, for instance, you are referring to them specifically even when you'd normally be referring to them generally, if you see what I mean.

301438 301454 Fix'd. Plus some other stuff I forgot. *bows*
And I really don't like that spelling of Cadance's name, it just seems stupid. I know it's correct, it's just... eh.

301464
I don't know whether it'd be affected if there is literally only one princess, though I could see why it would ("gods" versus "God"), so I'm happy to defer to your knowledge here.

301517
I dislike the spelling, too, for what it's worth. But whaddaya gonna do? *shrug*

301522
Presumably 'Cadance' is copyrightable where 'Cadence' would not be.

301526 Makes sense.
Devious