Browsing the internet, I always notice when a URL ends in the word Servlet or .do or .jsp. I always note the way the JSP files are named.
I see many places follow the rule of naming JSP files the same way method names or variable names are named. Not sure why, since a JSP is really a Servlet class, so I'd figure class naming would more logically apply, but that's what I see.
Now, I have two thoughts on this:
1. URLs are typically all lowercase. Even looking at the JavaRanch URL, all the letters seem to be lowercase, although it's not a Java app, but that's another story.
2. Since urls are not type-checked, and you can't be positive of consistent casing through design-time checking, I say just make them lower case. In fact, any time there is a String that is not design-checked, my rule is to always make it lower case. I really hate tracking down NullPointerExceptions, only to find out that someone used an all upper case letter parameter name in an HTML form, but an all lowercase name in the Servlet obtaining the user input.
But, these are just opinions, and there is compelling evidence that indicates that many of my opinions are wrong.