Keywords

When I do keywords for my site does it matter that I use both caps and non-caps, here is an example:
PES,pes,PES6,pes6,soccer,league,leagues,football,f ootballs

Personally, I would recommend sticking to whichever case you would use normally (only 1) and don't worry about the plural formats.

so if I was to use words like pro evo soccer would you do it like that:
pro,evo,soccer,pro evo soccer,pro evo,evo soccer
or just the once:
pro evo soccer

Keywords aren't my strong point and every site I see I am trying to get different content all the time

My current inclination is towards including only:

pro evo soccer since each of the other keyword phrases you've included can be formed from subsets of these keywords *without* changing the order.

If you were targetting "pro soccer", I would include that as well since it does not appear within "pro evo soccer" without removing evo.