One thing that used to piss me off when formating documents is Word’s inability to easily change cases. It does piss me off when I have to change text that are written by some Caps Lock junkie into a more workable document. Good thing Word 2007 kind of wizened up in terms of this feature.
Select the sentences or all the text in the document (Ctrl + A). In the Home tab, select the case type that you want to be applied to the selection using via the Change Case button. No need to use the Font dialog to change case.

Here’s an actual look at how the different cases are applied:

