It's not a question of which would load faster even though the upper case would "load faster" than loading the extra bytes from the css.

In my opinion, there is a question of accessibility involved in that matter.

You should write the text as it is supposed to be written for a vocal reader to read it (for blind people).

Morevover, I would personnaly write it with the text-transform as it's easy to change if you have a lot of h3 in your website and you don't want to write them all over again if you change the way your h3s look.