Capatilizing, or Not, in headers

For the past 10 years I have been capitalizing all the words in my headers (H1, H2, H3); with the exception of articles, coordinate conjunctions, prepositions and such.

A recent trend shows websites capitalizing only the first word and any proper nouns.

In one respect, I like that approach as an all-caps header can look a bit heavy. But the newer style seems to be somehow lacking balance.

I'm wondering what folks here on WW think of each approach and their reasoning.