The bibliography style determines whether or not a title is capitalized; the titles of books usually are, the title of articles usually are not. You type a title the way it should appear if it is capitalized (you should capitalize everything but articles and unstressed conjunctions and prepositions, and even these should be capitalized as the first word or the first after a colon):
TITLE = "The Agony and the Ecstasy"
BibTeX will change uppercase letters to lowercase if appropriate. Uppercase letters that should not be changed are enclosed in braces. The following two titles are equivalent; the "A" of "Africa" will not be made lowercase.
"The Gnats and Gnus of {Africa}" "The Gnats and Gnus of {A}frica"