I use a variety of techniques/methods, but still have quite a few who don't do so. Those are typically the kids who don't really grasp the idea of what a sentence is. So, I review that, too.
I show videos. I sing a little song to remind them. We use green to circle the beg. of the sentence and capitalize it. We use red to circle the end of the sentence and put a period. I have them trade papers to check. We do writing across the curriculum, and I reinforce it in those subjects, too. As they turn in their papers, I glance at them and hand them back to correct. I have used checklists on desks, but the same thing happens. Some just don't use it/use conventions correctly. I really reinforce it during reading group time every 3 days when we write about our reading. This helps because it is typically a group of 3-5 students so I can really hone in on it with them.
I find they do better when writing 1-2 sentences than they do in a longer written piece. I go back to...I think some just don't understand the concept of what a sentence is and we need to take a step back and teach/reinforce/review that.
And yet...our 5th grade teachers tell us that kids STILL don't use conventions correctly or consistently on the state test!!! Aargh! We scored very low in writing last year. I think with all the other things now added to our plates, the important things get less time and attention.
Just my opinion.