If in doubt, use lower case. Save capital letters for proper nouns (like Jude or London), acronyms and initialisms.
Headings should generally be sentence case (that’s when the first letter of the sentence is capitalised and the rest are lower case), unless you’re doing something which needs to look pretty, in which case you might want to use Title Case (That’s When Every Word In The Sentence Starts With A Cap).
... well, almost every word. When it comes to using Title Case, the formal rule is that you capitalize all nouns, pronouns, verbs, adverbs and adjectives. So, you don’t need to do articles like ‘the’, ‘a’ or ‘an’. Some people say you should capitalise any conjunction or preposition that’s five letters or more. But that one’s optional.
Basically, just go with what looks the best.