Celestial bodies
The words sun, earth, and moon are proper nouns when the sentence uses them in an astronomical context: "The Sun is the star at the center of the Solar System"; but not elsewhere: "It was a lovely day, because the sun felt warm". These terms are only proper nouns when referring to a specific celestial body (our Solar System, Sun, Earth, and Moon): "The Moon orbits the Earth"; but not elsewhere: "Io is a moon of Jupiter".
Names of planets, moons, asteroids, comets, stars, constellations, and galaxies are proper nouns and begin with a capital letter: "The planet Mars can be seen tonight in the constellation Gemini, near the star Pollux." and "Halley's Comet is the most famous of the periodic comets." and "The Andromeda Galaxy is a spiral galaxy."
http://en.wikipedia.org/wiki/Wikipedia:Manual_of_Style_%28capital_letters%29