Chicago fan
I have to mention yet again how cool the Chicago Manual of Style editors are. I was trying to figure out whether to capitalize the at the beginning of a band name; found various possibly analogous situations in Chicago, but nothing I was sure was a good analogy. So I tried to find a well-edited Beatles site that might give me a clue, and I checked the Britannica article about the Beatles, but wasn't finding anything really convincing. But then I finally remembered to look at the Chicago FAQ—and there, right in the middle of the main page, is the answer to my question, in as much detail as I could want, given clearly and sensibly and even entertainingly.
They didn't answer my other question, which is whether to capitalize the in superhero names, but I think the analogy to band names is strong enough to suggest that the same rule applies.
The Chicago editors are among my role models. Maybe some day if I'm very good, and use the serial comma correctly, and eschew the passive voice except where appropriate, I can grow up to be one of them.