If Monty Hammontree and his team continue to ignore the community feedback like so far, this is the macro that you need to fix the ALL CAPS of the main menu of VS 11:

Sub NoALLCAPS()

   Dim commandBar As Microsoft.VisualStudio.CommandBars.CommandBar

   commandBar = CType(DTE.CommandBars, Microsoft.VisualStudio.CommandBars.CommandBars).Item("MenuBar")

   For Each control As Microsoft.VisualStudio.CommandBars.CommandBarControl In commandBar.Controls
      control.Caption = StrConv(control.Caption, VbStrConv.ProperCase)
   Next

End Sub

Disclaimer: I haven’t tested it in VS 11, I created a similar one to set ALL CAPS in VS 2010 just for fun and I got dismayed 😉

Oops! they removed the Macro IDE…