My preferred typography is for the overall title underlined, and the subsection titles to be bold. To my mind this makes the mid-flow entitlements less of an interruption and more of a aside that doesn't halt the flow.
I have heard somebody (forget who) say that bold is the usual formatting for titles in general, but surely that is wrong? Surely titles have always been underlined with two strokes of the Biro and a standard 30cm school ruler?
Be that as it may, I underline them; and I also hold no truck with unnecessary mid-title capitalisation... Sure, if you've spent the morning engraving it, then by all means add capitals, cherubs, bunches of fruit, but I'm just poking keys on a laptop—no special ceremony is required
Three sheets to the wind
I
A sheet to be swaddled in. The wind blew through
and you could not know any different, from
sixty-odd seconds. But you knew
that life so far was hard, cold, bright.
Even when the warm eyes gathered you,
slathered you with smiles, filled you with milk;
your innocence retained that slight dent.
II
Storming with the rebel youth
through a city grown older, slower, more inviting,
with each and every pint. You've raised
a fair few prodigal brews while the night
phased late into early and the ghost of a pay packet.
You might recall probable dancing
with definite girls
of the unimpressed variety
but now today is another tomorrow.
III
One path winding
through sheets of fractured rain
towards some sort of gate.
The cup you recall drinking,
so sweet and heady you used to gulp
each fresh experience, is hollowed now
to sparser and more-bitter dregs
but you can't stop until it's dry.