The APA style laid out at grammar.about.com seems closest to "natural" for me. It also seems to match the common usage for work titles with embedded colons, like "Vampire: The Masquerade", where the first word after the colon is capitalized regardless what the rule for it might be elsewhere in the title. If that part is mentioned in the others, I missed it during my admittedly quick readthrough.
-- Bob
---------
Then the horns kicked in...
...and my shoes began to squeak.
-- Bob
---------
Then the horns kicked in...
...and my shoes began to squeak.