The most common way to mark a short story title is to enclose it in quotation marks. Titles of newspaper and magazine articles are also enclosed in quotation marks.
Longer works—novels, magazines, newspapers, movies—are typically underlined or set in italic type. Although either is acceptable, I prefer italics, especially on the web, since an underlined word can be mistaken for a hyperlink.
I suppose the most important thing is internal consistency. If you use italics for one novel’s title, use italics for every novel’s title; don’t switch to quotation marks or underlining halfway through an article, or even in a different article of the same publication.
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