I know it's about style and you like to close such questions (don't), but what are some general recommendations concerning the use of italics? More specifically, what proper nouns should I italicize? It can be applied to the names of publications but not to the names of government agencies. It's all I've noticed. What else?
As you say, depending on where it is written, certain style-guides will apply, and will differ from each other.
On a more general level, the rule is to do whatever is necessary - Monopoly (the name) for example is pretty well known, and the use of an initial capital clearly sets it apart from the word monopoly. A good example of when 'random' styling is helpful, is when referring to a book or a song in full, where you need to include both title and author/singer. As a simple label Songname by Well Known Singer may be fine, but when embedded in a longer discussion, it may be useful to say: Well Known Singer's Songname, or similar.