How do I do to have different font size of the blog title?
I need to have the name in uppercase, but with the first letter of each word a bit bigger
Eg. THIS IS AN EXAMPLE

I'd suggest creating an image of the Blog title and use it.

For my wife's blog (http:callofthemuse.com) I built it on a Mac in Safari and used Zapfino for the font and had a nice drop shadow and it looked great. Then I went and looked in IE (bah!). Turns out, IE doesn't support Zapfino, so it defaulted the the second font I had listed and it looked so bad.

I finally settled on using an image of the way it looked in Safari. I displayed it wide, took a screen capture, cropped the image and now use it so it looks the same in all browsers.

I have used the Dynamic Font Replacement plugin with success. Of course that will only help you with the font style not the size of the first letter.