Does this recipe call for Cheddar cheese or cheddar cheese? Does pizza have mozzarella or Mozzarella on it? Heck, I'm not even sure if this sandwich contains Swiss cheese or swiss cheese.
Is there a convention here, or is it a matter of taste? Does it depend on whether the word was originally a proper noun ("Cheddar"), a proper adjective ("Swiss"), or something else ("bleu")?