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For chat and Facebook posts, all caps seems like YELLING, and I avoid using caps for those situations. Timothy Roland is a published author friend of mine of the DETECTIVE DAN series, Dr. Seuss's COME DOWN NOW, FLYING COW, and others. I occasionally see Tim, but not usually when I'd feel like (or may not even think of) bringing up this subject. When I've seen Tim refer to others' titles, all caps seem to have been used, and I have used all caps for my song titles.

How proper/improper is it for using all caps for my song titles? Other situations?
In internet etiquette, all caps is yelling.

All caps for book titles are appropriate some times for children's books, but I've never seen an adult book with all caps unless it's a font where the letters are always all caps, I'm sure there may be exceptions.

I've never seen an appropriate place to use all caps in song titles. Again, there may be exceptions I'm not aware of, but typically song titles use appropriate (English) sentence structure (assuming English language).