ProperCase, TitleCase, InitCaps In MS SQL?

I foolishly assumed there would be an MSSQL function called something like ProperCase or InitCaps, which would work like UPPER() or LOWER() except to return the first letter of each word in upper case, and the rest in lower case.

Is there no built-in way to do that?

If not, is there a best practice solution? (C# rather than VB, given the choice, thanks).