Magazine Titles Grammar

procedures such as Grammar?
I know that for the title of a book, underline the title. What do you do for a title of a movie? A magazine? A website? An article? A song?
The first letter of important words in titles of books, articles, songs , and is capitalized (but not short prepositions or the articles "the" "O" a ", if not the first word of the title), for example, Jerry's Preferred books are Catcher in the Rye. Even the practice is "to movies, magazines, websites, articles, songs, quotations, etc. Also can be used. Sometimes, stressing that it is not possible (on this page, for example, allow me to use the underscore).