I have a data template with a TexBlock in XAML. This TexBlock shows a word in a word list. Every word I want to put the first letter capitalized, because all words are in lowercase.
<phone:PhoneApplicationPage.Resources>
        <DataTemplate x:Key="AddrBookItemTemplate">
            <StackPanel VerticalAlignment="Top">
                <TextBlock Margin="5,0,0,0" FontSize="20" Text="{Binding name}" />
            </StackPanel>
        </DataTemplate>
 </phone:PhoneApplicationPage.Resources>
In c# implement the converter
namespace Converter.ViewModels
{
    public class ToCapitalizeConverter : IValueConverter
        {
            public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture)
            {
                return char.ToUpper(value.ToString()[0]) + value.ToString().Substring(1);
            }
            public object ConvertBack(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture)
            {
                return (value as string).ToLower();
            }
        }
}
In App.xaml
... xmlns:vm="clr-namespace:Converter.ViewModels"
   <Application.Resources>
          <vm:ToCapitalizeConverter x:Key="ToCapitalizeConverter"/>    
    </Application>
In MainPage.xaml
<phone:PhoneApplicationPage.Resources>
    <DataTemplate x:Key="AddrBookItemTemplate">
                <StackPanel VerticalAlignment="Top">
                    <TextBlock Margin="5,0,0,0" FontSize="20" Text="{Binding name, Converter={StaticResource ToCapitalizeConverter}}" />                 
                </StackPanel>
           </DataTemplate>
     </phone:PhoneApplicationPage.Resources>