How to write the names "iPhone", "iPad", etc. in all capital letters? Just curious about whether it is iPHONE, IPHONE, or just never written in all capital letters. Is there a style guide or something on this issue?
As initially mentioned by Neil, the Apple Publications Style Guide is the place to look.

From page 34:


  
  What to capitalize: Follow these rules when you use title-style capitalization.
  Capitalize every word except:
  
  Articles (a, an, the), unless an article is the first word or follows a colon
  Coordinating conjunctions (and, but, or, nor, for, yet, and so)
  The word to in infinitives (How to Start Your Printer)
  The word as, regardless of the part of speech
  Words that always begin with a lowercase letter, such as iPod and iTunes
  Prepositions of four letters or fewer (at, by, for, from, in, into, of, off, on, onto, out, over, to, up, and with), except when the word is part of a verb phrase or is used as another part of speech (such as an adverb, adjective, noun, or verb).
  Starting Up the Computer
  Logging In to the Server
  Getting Started with Your MacBook Pro
  
  


That is, the i in words like iPod and iTunes (and iMac, iPhone, iPad, etc.) are never capitalized.

I don't believe that, given a choice, Apple ever uses all caps, although the only specific rule I've found is on page 33:


  Don’t use all caps for emphasis.