If you're tired of discovering that you've turned caps lock on accidentally after you're halfway through a sentence typing in all caps, CaPNotifier is a tiny Windows utility that will pop up a discreet systray notification when you toggle caps, num, or scroll lock on or off.
After the alert appears, it fades away after a second or two and lets you continue working. It may sound annoying at first, but you get used to it quickly, and the reminder isn't out of place at all.
CaPNotifier reminds me of previously mentioned
CapSee, another great utility that does a similar job in Mac OS. The app can also alert you when you press shift, control, or alt, but those options are off by default.