Which style guide should I use?
The one your publication follows: AP for news and most American blogs, Chicago for books, APA and MLA for papers in psychology and the humanities. Where none is set, pick one and use it for every title.
Is with capitalised in a title?
In AP and APA, yes, since it has four letters. In Chicago and MLA, no, since they keep every preposition lower case whatever its length. From, into and over split the guides the same way.
Why is a short word like Is capitalised?
Because it is a verb, and every guide capitalises verbs however short: It Is What It Is. Only articles, conjunctions and prepositions are kept lower case.