procedure TForm1.Edit1Change(Sender: TObject);
 var
  OldChange: TNotifyEvent;
  OldStart: Integer;
 begin
  with (Sender as TEdit) do
  begin
  OldChange := OnChange;
  OnChange := nil;
  OldStart := SelStart;
  if ((SelStart > 0) and (Text[SelStart - 1] = ' ')) or (SelStart = 1) then
  begin
  SelStart := SelStart - 1;
  SelLength := 1;
  SelText := AnsiUpperCase(SelText);
  end;
  OnChange := OldChange;
  SelStart := OldStart;
  end;
 end;

procedure TForm1.Edit1KeyPress(Sender: TObject; var Key: Char);
begin
 with Sender as TEdit do
  if (Text = '') or (Text[SelStart] = ' ')
  or (SelLength = Length(Text)) then
  if Key in ['a'..'z'] then
  Key := UpCase(Key);
end;