I hate initial capitals in song titles. I prefer only to capitalise those words that would normally have capital letters, otherwise you then have to decide which of the smaller words (of, a, the, in, and so on) has a capital letter.

That's why having all the words with capitals will be good then. If there are no italics and you see a review saying: Martin Carthy recorded the Devil and the Feathery Wife, how do you know if that's one song or two? If it says The Devil And The Feathery Wife it's quite clear where the title begins and ends, even without italics or ugly quotation marks. Or if you are seeing Spiers and Boden advertised, does that indicate whether it's two bands, two soloists or a duo? Assuming you don't know already. In Itunes with song titles they aren't included in the middle of sentences (or they aren't in mine anyway!). Yes to question marks too; that's just piss-poor grammar/ punctuation if you leave one off a question title.