Even the titles of published works go easy on the majuscules, often with a capital for the first word only, such as Proust’s classic À la recherche du temps perdu, or the first important word such as Les Fleurs du mal.
The first-important-word approach is also used for organisations, such as le Fonds monétaire international and the OECD: l’Organisation de coopération et de développement économiques.
Only the important part of a street name gets a capital, such as rue des Fleurs. Religions take lower case letters, except l’Islam.
Food and drink named after a place does not take a capital, so you drink champagne from Champagne and eat roquefort from Roquefort.
One exception to this lack of capitalisation: French people often write their surname in all-capitals. Some say it is the result of centuries of form-filling. However it can also be very helpful if the surname may be confused for a first name. Valentin MARIE is a man, whereas Marie VALENTIN would be a woman.