Old fashioned, but it works for me:
Quotes for titles of short stories, movies, plays, TV shows, songs, poems and articles in magazines;
Italics (or underlining --- really old-fashioned) for books, magazines, dictionaries, encyclopedias and newspapers.
If I've left anything out, a handy rule of thumb: if it is a self-contained publication, use italics; if it is a part of something else, use quotes.