I don't really like italic, but all caps is imo even worse - especially considering some longer character names like:

"EYEPATCHED RESISTANCE LEADER" (or whatever we should call him - at least that is the name used in the Number of Character Appearances thread)
or
"EMPIRE OF BLOOD GUARD"

None of these look great imo

and Bold doesn't make it much better imo:

"EYEPATCHED RESISTANCE LEADER"
or
"EMPIRE OF BLOOD GUARD"