I’ve kept meaning to look up how to change case in Netbeans since my guess at Ctrl+U and Ctrl+L didn’t work. So I did:

Change selection to Uppercase:

Ctrl+U U

Change selection to Lowercase:

Ctrl+U L

To invert the case of the current selection:

Ctrl+U S

Thanks to Netbeans 6 for that. It is also in the manual if you’re the kind of person that reads manuals