[JoshTriplett]

I've run into a few other people who do so, but I find that I type few enough capital letters that attempting to use an alternate, modal means of doing so (that behaves similar to the shift key but without affecting symbols) just slows me down, even when I want to write a CONSTANT_LIKE_THIS. I find it easy to type a long string of text with the shift key held down.

Consider that typing the above constant with caps-lock would still involve pressing and releasing the shift key twice to type the underscores. I'm sure I could teach my fingers to type it that way automatically, but I find it much easier to have a single way of typing a capital letter rather than two.

I use the caps lock key as an easier-to-hit Super key, which makes it easier to use all the window manager shortcuts that use the Super modifier.

[scrollaway]

I have also mapped the capslock key to super, but FWIW I've had a lot less trouble hitting the actual super key ever since I started using my ring finger for it (I used to use, and see most people using either pinky or palm, both of which require moving the hand quite a bit).

[JoshTriplett]

Depends on the placement and size of the standard super key on your keyboard. Some keyboards make it quite small.