For Java:
For 4+ letter acronyms, use mixed case. The standard library does this, and it just makes good sense.
For 3 letter acronyms, you can use all uppercase like the JCL, or you can use mixed case like the .NET Framework does. Either way, be consistent.
For 2 letter acronyms, use all uppercase.
For 2 letter abbreviations, Java does not really have a standard, but I suggest using mixed case, unless consistency with other names would make all uppercase look better.