Depending on what the data is used for, you could consider using a toUpperCase() or toLowerCase() when saving the data so that you can always compare your lists. If it's something that's shown on the front end where you can predict where capital letters will be, you could then use styling to make sure they're still properly capitalized (e.g. by always capitalizing the first letter).
Of course this is only possible when you have data that's structured so that you either don't need capitalized letters, or they are always in the same place. If not, then this solution is useless and you're likely better off using a java action.
Try MarketPlace's "ListUtils". It does not mention case-insensitivity, but maybe it does have that as an option.