Here's a very simple tip about whether to use italics or underlining for case names. It doesn't matter which you choose, but pick one. Nothing is more distracting than seeing a document with both.
Take this quote, for example:
"Courts review a grant of summary judgment de novo. Willingham Sports, Inc. v. Bureau of Alcohol, Tobacco, Firearms, and Explosives, 415 F.3d 1274, 1276 (11th Cir. 2005)."
Yes, even that small inconsistency is grating. If you italicize Latin phrases, you must italicize case names and vice versa.
Some courts or partners you will work for may have a preference that you should follow. My old firm preferred italics. No matter what, however, as is often the case in law, you must be consistent.