A teacher comes into the classroom and has students list what words should be capitalized. This list may include things like "names of rivers," "names of planets," "names of weekdays," etc. This approach involves teaching students pretty much every type of proper noun. While some examples are surely useful, it's much more expedient and effective to just teach students what a proper noun is. Then you can tell them to capitalize proper nouns, and the list gets shorter.
When I teach students to capitalize, I teach them to capitalize these:
Teach Students to Capitalize These Words
- Proper Nouns (and Brand Names)
- Titles (except articles and prepositions [little words to the primary students])
- First word in a sentence and the pronoun I
Use the power of three. Keep it simple and short. Focus on teaching them about proper nouns. That'll get them down the road.