Does Case Matter?

Does the case of a URL matter when building links to your site? Saw this on Search Engine Roundtable this morning:

Moderator Egol pointed me to an excellent SEO Chat thread named URL Casing. The question is, if I had a domain name such as and you wanted to tell people to go to to make it easier to read, then would that affect your link building campaign?

A forum member posted a follow-up with some good insight, so read the rest of the story.