I don't know of anyway to force all caps formatting in a text entry cell.
The best I can come up with is to use one of the small-caps fonts like Copperplate or Bodoni 72 Smallcaps. You can choose them using the Text option under the Cells tab when formatting a cell, or group of cells. Copperplate comes the closest to looking like simple all caps, even when there are capitals and small text.
If the cell only has a few possible options you can format it as a Pop-Up menu instead, and enter all the menu choices in caps.
You can force upper case text results in a formula cell by using the UPPER function.