MySQL Upper Case, Lower Case, First Word Capital (similar to UCFirst())

The UCASE() Function 

The UCASE() function converts the value of a field to uppercase. 

MySQL UCASE() Syntax

SELECT UCASE(column_name) FROM table_name;

Syntax for SQL Server 

SELECT UPPER(column_name) FROM table_name;

The LCASE() Function

The LCASE() function converts the value of a field to lowercase.

MySQL LCASE() Syntax 

SELECT LCASE(column_name) FROM table_name;

Syntax for SQL Server 

SELECT LOWER(column_name) FROM table_name;

The First Letter Capital sntax (UCFirst() alternative):

The below script converts the selected column field value to First Letter Capital with rest to lower case.
MySQL Syntax 

SELECT CONCAT(LCASE(SUBSTRING(a_column_name, 1, 1)), 
 LCASE(SUBSTRING(a_column_name, 2))) as a_column_name FROM table_name;

Syntax for SQL Server 

SELECT CONCAT(LCASE(SUBSTRING(a_column_name, 1, 1)), 
 LCASE(SUBSTRING(a_column_name, 2))) as a_column_name
FROM table_name;