I've placed a button in my Format toolbar, and find it quite handy.
I have Word 2002, and I don't know if the following instructions would
apply to other versions.
Right-click anywhere on any toolbar, select 'Commands' tab, 'Format'
Category, scroll down the Commands list to the 'Change Case' items
(there are 2) and drag/drop them onto a toolbar of your choice.
The first command has no button image - this one acts like Shift+F3,
while the one with an image brings up a choice menu.
Copy and paste the image from the second button onto the button that
has no image, delete that second button and select 'Default Style' from
the first button's right-click drop down menu.
That's it, I think - hope it works, if you wanna try it.