I've had a bit of trouble with capitalization. From childhood, I capitalized "Interstate," I think because I read it that way somewhere. A lot of people don't. I'm referring to use such as "an Interstate highway," not such as "Interstate 95." For a short while, I stopped capitalizing it because so many others don't, and then started again after thinking about it.
To me, it's the name of the system, although not the full official name, still a proper noun. My reasoning is that US 30 is an interstate highway, but not an Interstate highway. I-345 is an Interstate highway, but not an interstate highway. One is a name, and the other is a description.
Obviously, "US" is capitalized, but I don't capitalize "state highway" unless referring to a particular one, as a name. Texas has a State Highway system, and by my reasoning above I think it would be proper to refer to a particular road on it as a State Highway. Maybe the difference is that there's no such thing (that I can think of) as a generic state highway while there are many generic interstate highways (a highway in more than one state). If I'm wrong for capitalizing the generic form of one ("I'll be driving on the Interstate") but not capitalizing the other ("I'll be driving on the state highway"), I think where I'm wrong is by not capitalizing "state highway," the official name of the system (in this state although not in all states).