A reader writes,

When abbreviating U.S. Navy ranks, be sure they are in all caps with no period. e.g.: CAPT Mariner.

There is a whole system of "rank grammar" surrounding this. For each service no less! Without saying what the ranks are, U.S. Army and Navy abbreviated ranks are in all capital letters. U.S. Air Force and Marine Corps abbreviated ranks are in mixed case, with a period following if used in correspondence.

I always respect foreign languages, especially when they come with massive amounts of firepower. But wonderful as Militarese may be for its speakers, I don't see why I should abandon standard English abbreviations for Militarese abbreviations, any more than I should abandon standard English spellings of foreign place names and instead use the foreign original. So it's Capt. and (say) Florence for me, not CAPT and Firenze. (I also like the look of mixed-case more than I like the look of all-caps, which helps influence my decision, though standard English idiom is more important to me than aesthetics.)