I wouldn't make a bunch of stuff bold. That's very visually distracting, and of all your style options it's the one you should probably use the least. The correct style is italics for the titles of long works and collections (The Jewels of Gwahlur), and double quotation marks around the titles of short works ("The Raven").

A handy reference.

Or do whatever you feel like really because this is not a formal journal. Consistency matters more than how you actually do it, because consistent style is less confusing for the reader and looks neater. I tend to use italics for all titles myself, though I suppose I might break out the quotation marks for poems if I ever wrote about them.