What kinds of words are usually capitalized in written English, whether they come at the beginning of a sentence or not?

The answer to your question is Proper Nouns.

Example: Golden State Warriors

Proper nouns are capitalized regardless of where they show up in a sentence. proper nouns include any sort of special/specific nouns--such as locations (First Street, New York, or even Jupiter), people (John Smith), or organizations (Bank of America).