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Should cardinal points be capitalised? Please give a reason why they should or should not.

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North as an adjective (and other cardinal points) is never capitalized, except when part of a construct that is capitalized in itself, such as a country name (North Korea, South Africa).

As a noun, it is capitalized when used in the game of bridge (North and South play together) and, more commonly, when designating a known part of a country (Virginia joined the North) or of the world (the mysterious East, the history of music in the West).

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What about "go East" or "go east?" –  Maxpm Mar 4 '11 at 0:19
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@Maxpm: Lowercase. In the cases where you capitalize, you aren't talking just about the direction, you are talking about a specific thing that happens to include a direction in its name. So, "Virginia was part of the North" is referring to an entity called the North (during the American Civil War). But if you just said "Virginia is in the north", it just means that Virginia is located in a northerly direction with respect to you. –  Kosmonaut Mar 4 '11 at 3:12

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