When I was young and innocent (now I'm just "and"

) I was taught that the correct way to write a sentence like the name of a book or the name of a city, using caps, is:
- El valle de Lilís. El because you always write a cap letter at the beginning of a sentence and Lilís because it's a proper name (nombre propio).
- El centro de los héroes.
- "Del amor y otros demonios" (by Gabriel García Márquez).
But now I'm confused. I have seen in many newspapers (locals and from other Latin countries and Spain) that they would write the 3 examples above like:
- El Valle de Lilís.
- El Centro de los Héroes.
- "Del Amor y Otros Demonios".
Which way is the correct way?
TIA