Learning punctuation may seem arbitrary but, once you memorize the proper rules and practice with them, they will come to you naturally next time you need them. Song titles are punctuated in the same way as the titles of articles. Properly punctuating a song title will show that you respect the song and wish it to stand out from the rest of a text.
Place double quotation marks on either side of the title of the song. “Here Comes the Sun” is an example.
Put question marks and exclamation marks that are part of the song title (as in “Does He Love Me?”) inside the quotation marks.
Make sure you place all commas and periods inside the quotation marks even if they are not part of the song when the song title is part of a text: The band played “Statesboro Blues.”
Capitalize the first word, the last word and the nouns in the title. Conjunctions (“but,” “and” or “or”), prepositions (“on,” "to" or “in,” for example) or articles (“a,” “an” or “the”) are not capitalized unless they are the first or last words. However, many publications and styles require that you capitalize any preposition or conjunction that is four letters in length or longer (for example, “with” or “either”).