This is an incredible example of thread necromancy, but that aside; I capitalize Zeus, Allah, Xenu (Should that actually be Christenu Vince?), Thor, and the Flying Spaghetti Monster. Why wouldn't I capitalize God when it's used as a proper name? I only object to capitalizing pronouns like he, his, and so on. That has no reason behind it other than all things connected to the Christian god being sacred and worthy of higher reverence.