The most popular way is to enter in lower case (or called Mixed Case).
Most reports in FTM have an option under
Items to include > select name fact > Name options > print surnames in ALL CAPS.
So, you can keep your database in mixed case and use ALL CAPS in reports.
Some people like to capitalize only their own ancestors surnames.
FTM also has an option in the program at Tools > Convert Names, where you can convert all of your surnames to ALL CAPS or to Mixed Case.