Capitalize all words with four or more letters. Capitalize words with fewer than four letters except:
- Articles: a, an, the.
- Short Conjunctions: and, or, nor, for, but, so, yet.
- Short Prepositions: prepositions like at, by, for, in, of, off, on, out, to, up.
- Always capitalize the first and last words in titles and subtitles and all other major words.
- Capitalize the first word following a dash or colon in a title.
- When a heading flows to the next line, do not capitalize the first word of that second line unless it would have been capitalized anyway.
- Many common prepositions function as adjectives, adverbs, or nouns. When they do: capitalize them.
- Capitalize prepositions when they are stressed, e.g., A River Runs Through It. Capitalize prepositions that are used as conjunctions, e.g., Look Before You Leap.
- Lowercase "at" and "to" in any grammatical function, for simplicity's sake.
Some style guides, like APA, have a four- and five-letter rule. Capitalize all prepositions of four or five letters or longer.
Tip: avoid starting a heading with a symbol or number. Spell it out or re-cast the heading.
References used: Chicago Manual of Style, 15th Edition
Gregg Reference Manual Ninth Edition
Here is a worthwhile link: Writing Effective, Attention-Getting Headlines and Titles on Your BlogGregg Reference Manual Ninth Edition