I often paste an address from a PayPal receipt and it never ceases to amaze how often people have entered their address without proper capitalisation; not for their name or even their postcode.
Word provides a function that changes the case of selected text (Format menu->Change Case) but it feels quicker just to go through and change the capitalisation by hand. However, there is a keyboard shortcut for this function: Shift+F3.
This cycles your text through “lowercase”, “UPPERCASE” and “Title Case” or “Sentence case”. If you’ve selected what appears to be a single sentence or line, Title Case is applied and all words are capitalised. If you’ve selected what appears to be multiple sentences or lines, Sentence case is applied and the first word of each sentence or line capitalised.