Sub TextProperCase()
Dim rng As Range, cell As Range
Set rng = Intersect(ActiveSheet.UsedRange, Selection)
For Each cell In rng
If cell.HasFormula = False Then
cell.Value = StrConv(cell.Value, vbProperCase)
End If
Next cell
End Sub
This capitalises the first letter of only the first word in the cell.
=PROPER(A1) capitalises the first letter of all words in the cell.
In any event, it seems to me that the "most convenient" way is just to select the required cell(s) and click a button - which is all that is required by the suggestions from Aladin Akyurek and Afcb (both these suggestions convert all words to proper case).
It should be noted that Aladin Akyurek's suggestion will convert any cells containing formulas to values only. Afcb's suggestion converts only cells containing constant values.
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