Should I write table and column names ALWAYS lower case?

The SQL-92 standard specifies that identifiers and keywords are case-insensitive (per A Guide to the SQL Standard 4th edition, Date / Darwen)

That's not to say that a particular DBMS isn't either (1) broken, or (2) configurable (and broken)

From a programming style perspective, I suggest using different cases for keywords and identifiers. Personally, I like uppercase identifiers and lowercase keywords, because it highlights the data that you're manipulating.

It is not a technical problem for the database to have uppercase letters in your table or column names, for any DB engine that I'm aware of. Keep in mind many DB implementations use case sensitive names, so always refer to tables and columns using the same case with which they were created (I am speaking very generally since you didn't specify a particular implementation).

For MySQL, here is some interesting information about how it handles identifier case. There are some options you can set to determine how they are stored internally. http://dev.mysql.com/doc/refman/5.0/en/identifier-case-sensitivity.html

As far as I know there is no problem using either uppercase and lowercase. One reason for the using lower case convention is so that queries are more readable with lowercase table and column names and upper case sql keywords:

SELECT column_a, column_b FROM table_name WHERE column_a = 'test'