How often do you use your caps lock key? I honestly don't use it that much, as it only comes up in product names, and those can generally be typed easily with use of the shift button. I've heard talk of people wanting the key removed from keyboards as it is pointless. I think that's a bit far, as some people do use it (though some people abuse it). Apple has taken an interesting approach in their latest keyboard.
If you have one of the new Apple keyboards, you may have noticed that you're activating caps lock much less than you used to (that, or you're good enough that you just don't hit it). This is because Apple put a delay on the caps lock key. It's barely noticeable, but you need to hold down the key roughly a quarter of a second longer for it to activate. This prevents people from activating it while typing.
When you're turning off caps lock, the reaction is immediate, so you don't really have to worry about that. I don't have one of the fancy new keyboards (or a Mac for that matter) so I can't test this myself, but I doubt that you'll find this to be a nuisance when you actually do want to type in caps.
Apple's new keyboard protects from OVERZEALOUS TYPISTS [via infiniteloop]