Capitalize this!
Proper nouns
Specific persons and things: George W. Bush, the White House, General Motors Corporation.
Specific geographical locations: Hartford, Connecticut, Africa, Forest Park Zoo, Lake Erie, the Northeast, the Southend. However, we do not capitalize compass directions or locations that aren’t being used as names: the north side of the city; we’re leaving the Northwest and heading south this winter. When we combine proper nouns, we capitalize attributive words when they precede place-names, as in Lakes Erie and Ontario, but the opposite happens when the order is reversed: the Appalachian and Adirondack mountains. When a term is used descriptively, as opposed to being an actual part of a proper noun, do not capitalize it, as in “The California deserts do not get as hot as the Sahara Desert.”
Names of celestial bodies: Mars, Saturn, the Milky Way. Do not, howver, capitalize earth, moon, sun, except when those names appear in a context in which other (capitalized) celestial bodies are mentioned. “I like it here on earth,” but “It is further
from Earth to Mars than it is from Mercury to the Sun.
Names of newspapers and journals. Do not, however, capitalize the word the, even when it is part of the newspaper’s title: the Hartford Courant.
Days of the week, months, holidays. Do not, however, capitalize the names of seasons (spring, summer, fall, autumn, winter). “Next winter, we’re traveling south; by spring, we’ll be back up north.”
http://grammar.ccc.commnet.edu/GRAMMAR/capitals.htm