[growingkittens]

As an alternative, my Surface Pro 3 has an LED on the Caps Lock key to indicate on/off. It is a terrible keyboard otherwise, but perhaps there's other keyboards out there with this feature.

[Siecje]

Being able to feel the state is best. It means when you hit caps lock you know if it is in the wrong state and can hit it again.

It saves you from typing a couple characters and then removing them, fixing the caps lock state and re-typing them.

[growingkittens]

Ahh, my blind spot - tactile feedback. My hands aren't very sensitive to touch.