When I develop in C++ on a filesystem that is not case sensitive, I miss problems such as
#include \"File.h\"
if on disk it is actually f
On Mac OS X, you can use Disk Utility to create a case-sensitive file system on a disk image.
I'll just throw this out there. Only use lower case filenames. However, I am interested in a more complete and verifiable answer.
I would be tempted to write something like FileMon (to run externally), and just monitor the file access calls from your IDE to the file system to check for case matches. It's unlikely you're going to get any automated checking from the IDE or the OS (at least, without mucking with the file system). On the other hand, a separate utility monitoring the file access could easily catch such issues (once you get over the hurtle of making the monitoring work).
My 2c, anyway.