Use initial capitals for the names of ages used to describe prehistory:
Stone Age
Paleolithic Age: Lower, Middle, Upper
Mesolithic Age
Neolithic Age
Bronze Age
Iron Age
Also use initial capitals for the names of cultural periods:
Middle Ages
Dark Ages
Industrial Revolution
Use initial capitals for the names of ice ages, but use lower case for generic terms:
Karoo Ice Age
Pleistocene glaciation
For prehistoric periods (eg Jurassic, Ediacaran) see History of Earth.