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. Is there a reason why I should go back to upper case?
It's just a matter of style, probably originating in the days when editors didn't do code colouring.
I used to prefer all upper case, but I'm now leaning towards all lower.
Either way, be consistent.