I rarely nickname Pokémon, but if I do, I write the name in Caps. That's not something I would do in any other game, but since pretty much every other name in Pokémon has Caps all the way, it would fit more.
Yes, and I nickname them in all caps. I also take a tradition to never nickname any of the legendaries though. It helps keep their "legend" purity or something
I only nickname the ones that are very special to me. For example, things like shinies, sometimes special starters, and one or two of my favorite Zigzagoons. xD
Most times I don't name them, but when I do, it's a capital first, and lowercase after.
YES I DO! The ones I raise, anyway, as I don't feel like wasting perfectly good (or bad) names on Pokemon I don't even like. Their names are always in all caps because caps is awesome.
I rarely give my pokemon nicknames. Bu t if I do I either name it by the way it looks or give it the name of the person I think it looks like. They are in caps because I am too lazy to switch it to lower case.
I nickname each and every pokemon I get. Even the ones I don't want and will never use. I give them names like "Unwanted" and "Won'tuse" and "Whatever."
As for the ones I do want, I tend to give them either funny names, or names of movie monsters (My Blaziken is "Colonel," after Colonel Sanders, and my Cradily is "Audrey," after the plant in Little Shop of Horrors.)