I am coming to this late... and probably too late to be helpful, but...
I personally don't like the caps lock solution. Not only is there the shouting problem that LabRat mentioned, but also I find large swathes of upper case to be an effort to read.
Similarly, I don't like reading paragraph after paragraph of italics... or Comic Sans, for that matter! (Yes, I admit it. I like Arial.)
I think that, if a reader is going to be confused by my switching from one scene to another, then there is something amiss with the way I'm telling the story.
Of course, there are times when the writer actually wants to be confusing, but that's another issue entirely.
This is only my opinion, but I think a row of strategically placed asterisks works as well as anything else to show that the scene is changing. This also cuts down on the distracting use of extra symbols. (And, yes, I have used the *_____* technique for emphasis, so I'm as guilty of that as anyone.)
Chris
