Custom HTTP headers : naming conventions

Several of our users have asked us to include data relative to their account in the HTTP headers of requests we send them, or even responses they get from our API. What is the general convention to add custom HTTP headers, in terms of naming, format... etc. Also, feel free to post any smart usage of these that you stumbled upon on the web; We're trying to implement this using what's best out there

[ruicc]

On June 2012, the deprecation of recommendation to use the "X-" prefix has become official as RFC 6648

[tadyjp]

どっちやねん https://developer.mozilla.org/ja/docs/Setting_HTTP_request_headers