IMO all names should be capitalized when it's appropriate. MrGreenbacks.com looks a lot better then mrgreenbacks.com. Whether you'll park, develop or sell it, always call it that. It makes the domains more easily readable and also more memorable. It will also sell faster, trust me. If you owned california.com some may think it looks cool w/o caps and I'd tend to agree
thebestdomainname.com is much harder to read than TheBestDomainName.com. The latter is how you should always spell it. I've worked in mktg and I just don't see any advantage for the 1st spelling. Even if you're just going over your own names see how easy it is to go over them with correct capitalization
unitedstates.com may work in some cases, that's where what you intend to convey with the domain comes to play. Remember if it's clearer to read it will be remembered more by browsers and they will also see more easily that there aren't misspellings. Check out schoolsstudentswishtoattend.com, that is just awful. Now check out SchoolsStudentsWishToAttend.com. There are exceptions like MyPCRepair.com, MyXXXEden.com, etc where even capitalized it's not as easy to read (PCR stands out in the 1st domain and XXXE stands out in the 2nd, and that was not intended with the capitalization)