The styling of brand names depends on whether they are trademarked. Always check the dictionary, which lists many brand names.

Trademarked brand names are capitalized but not italicized:

Band-Aid

Kleenex

Xerox

Note, however, that the dictionary may specify that a trademarked brand name, like Xerox, is lowercased when used as a verb:

I xeroxed the report for my supervisor.

When the dictionary indicates that a brand name (e.g., Dumpster, Windbreaker) has entered the language as a common noun, it is styled lowercase without italics:

We discarded the items in the dumpster.

When traveling to Chicago, I always pack a windbreaker.