capitalization - Why Start Each Word in a Title with an Uppercase Letter?

I'm not a native speaker of English, and I've asked myself a lot why on many (most?) blogs, all words in an article’s title (except some little words like "of", "for", "with", ...) start with an uppercase letter. From my point of view it makes it less readable. But maybe it's a grammatical rule I don't know.

Example:
http://nytimes.com/