Well you can either press the shift button when you want to write a letter in capitalization or you can go for another option i.e. go to FORMAT in MENU BAR, Click "Change Case" and select the style you want. If you want to change the case after you have written it, don't erase it to write again. Simply select the phrase or paragraph or heading you want to change, go to change case option and change it the way you want it to be.
Also as a shortcut you can press ALT+O+E to directly open the "change case" window.
Hope it helps.