Or a more classic string-based solution:
DECLARE @S VARCHAR(100)
SET @S = 'My name Is John Cramps'
DECLARE @T VARCHAR(100), @X VARCHAR(1), @I INT, @J INT
SET @I = LEN(@S)
SET @J = 1
SET @T = ''
WHILE @J <= @I
BEGIN
SET @X = SUBSTRING(@S, @J, 1)
IF @X <> ' ' AND ASCII(@X) = ASCII(UPPER(@X))
BEGIN
SELECT @T = @T + @X
END
SET @J = @J + 1
END
SELECT @T