The default seems to be upper case, but is there really any reason to use upper case for keywords? I started using upper case because I was just trying to match what SQL Server gives me whenever I tried to create something, like a new stored procedure. But then, I felt terrible for my baby (5th) finger, that always needs to hold down the Shift button, so I stopped using upper case. Any reason why I should go back to upper case?
Edit: Thanks for the answers guys. I wasn't programming yet back in the days when COBOL was king, so I wasn't aware of this. I'll stick with lower case from now on.
PERSONALLY, I DON'T LIKE MY SQL YELLING AT ME. IT REMINDS ME OF BASIC OR COBOL.
So I prefer my T-SQL lowercase with database object names MixedCase.
It is much easier to read, and literals and comments stand out.