How to write the names "iPhone", "iPad", etc. in all capital letters?

As initially mentioned by Neil, the Apple Publications Style Guide is the place to look.

From page 34:

• What to capitalize: Follow these rules when you use title-style capitalization.
  Capitalize every word except:
  
  • Articles (a, an, the), unless an article is the first word or follows a colon
  • Coordinating conjunctions (and, but, or, nor, for, yet, and so)
  • The word to in infinitives (How to Start Your Printer)
  • The word as, regardless of the part of speech
  • Words that always begin with a lowercase letter, such as iPod and iTunes
  • Prepositions of four letters or fewer (at, by, for, from, in, into, of, off, on, onto, out, over, to, up, and with), except when the word is part of a verb phrase or is used as another part of speech (such as an adverb, adjective, noun, or verb).
    
    Starting Up the Computer
    Logging In to the Server
    Getting Started with Your MacBook Pro

That is, the i in words like iPod and iTunes (and iMac, iPhone, iPad, etc.) are never capitalized.

I don't believe that, given a choice, Apple ever uses all caps, although the only specific rule I've found is on page 33:

Don’t use all caps for emphasis.

There is an Apple Publications Style Guide, and it says to not use all caps for emphasis. (Apple Style Guide, PDF)

I can't recall ever seeing all-capital letters in an Apple publication. In the design world, all-capital letters are generally considered hard to read and, in most fonts, ugly, so it's my guess that Apple would avoid the use of all-caps.