Seriously?
I think I've just come across too many idiot posts that don't even bother to properly capitalize band names, so I make it clear. I think that's better than the opposite.
I also find it nice to be able to skim someone's post easily to see what they're talking about. Put Lady Gaga and Puff Daddy in bold and I get an instant clue to ignore the post and move on to the next.
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