The following words should always be capitalised:
the first word of every sentence
proper nouns (individuals' names, place names, languages, days of the week, months of the year, festivals and holy days, brand names)
the personal pronoun ‘I’
Roman numerals, e.g. XIV, IV, MCLXVI
the name of some, but I'm afraid not all, distinctive historical events (e.g. the Industrial Revolution, the Wars of Independence, but the Vietman war, the middle ages). If you do have to mention historical periods, look them up in a book and see what the author has capitalised. The main thing is: be consistent.
If you find yourself referring to God, ‘He’ should be capitalised: ‘For He said…’
Within your text, names like Prime Minister Brown should be capitalised, but if you are referring to the prime minister without his name, you should use lower case. Hence:
President Obama, but the president
Professor Brown, but the professor
The Freedom of Information Act, but freedom of information
In titles, the following should be capitalised:
the initial letters of the first word
all nouns (naming words)
pronouns (I, you, her, him, it, us, etc.) but NOT the word 'that'
adjectives (words that describe nouns, e.g. the brown dog)
verbs (doing words)
adverbs (words describing verbs, or describing any other word apart from nouns)
subordinate conjunctions (e.g. after, although, as, because, before, since, than, though, etc.)
For example:
Office of Public Sector Information
Citizenship in Modern Britain
Can the Government Really Be Trusted With Your Data?
Privacy in the Age of Terror