Perhaps I am missing something but what is wrong with a solution that has no cursors, whiles or UDFs ?

use tempdb

go

Create Table Import_Data_Filter (MyID Int Identity(1,1) NOT NULL, Location varchar(100))

GO

Insert into Import_Data_Filter (Location)

(Select Upper('Mandarin') UNION ALL Select Upper('San Jose') UNION ALL Select Upper('Baymeadows') UNION ALL

Select Upper('My FH Locale') UNION ALL Select Upper('St. Augustine') UNION ALL Select Upper('Test For Three Spaces')

UNION ALL Select Upper('Test for being Four Spaces') UNION ALL Select Upper('Test for being Five More Spaces')

UNION ALL Select Upper('Baymeadows') UNION ALL Select Upper('St. Augustine'))

GO

The simplist SQL:

use tempdb

go

BEGIN TRAN;

UPDATEIDF

SETLocation = Import_Data_Fixed.LocationMixed

FROMImport_Data_Filter as IDF

JOIN(selectMyID

,UPPER(Substring(Location,1,1)) -- First Character is always UPPER CASE

+REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE

(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE

(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(REPLACE(

LOWER(SUBSTRING(Location,2,100))

, ' a', ' A'), ' b', ' B'), ' c', ' C'), ' d', ' D'), ' e', ' E'), ' f', ' F')

, ' g', ' G'), ' h', ' H'), ' i', ' I'), ' j', ' J'), ' k', ' K'), ' l', ' L')

, ' m', ' M'), ' n', ' N'), ' o', ' O'), ' p', ' P'), ' q', ' Q'), ' r', ' R')

, ' s', ' S'), ' t', ' T'), ' u', ' U'), ' v', ' V'), ' w', ' W'), ' x', ' X')

, ' y', ' Y'), ' z', ' Z')

as LocationMixed

fromImport_Data_Filter

) AS Import_Data_Fixed

onImport_Data_Fixed.MyID= IDF.MyID

AND Import_Data_Fixed.LocationMixed <> IDF.Location

;

select * from Import_Data_Filter;

rollback;