You can use the titlesec package:
\documentclass{article}
\usepackage{titlesec}
\usepackage{lipsum}
\titleformat{\section}
{\normalfont\scshape}{\thesection}{1em}{}
\begin{document}
\section{Test Section}
\lipsum[1]
\end{document}
to use small caps for the section titles:

or
\documentclass{article}
\usepackage[explicit]{titlesec}
\usepackage{lipsum}
\titleformat{\section}
{\normalfont}{\thesection}{1em}{\MakeUppercase{#1}}
\begin{document}
\section{Test Section}
\lipsum[1]
\end{document}
to use upper case for the section titles:

If you don't want to use the titlesec package, you can redefine the \section command, as implemented in article.cls; here's an example of such a redefinition to obtain section titles using small caps:
\documentclass{article}
\makeatletter
\renewcommand\section{\@startsection {section}{1}{\z@}%
{-3.5ex \@plus -1ex \@minus -.2ex}%
{2.3ex \@plus.2ex}%
{\normalfont\scshape}}
\makeatother
\begin{document}
\section{Test Section}
\end{document}