There is not a single word that I know of to describe all those you mention.
� �and� is a conjunction
� �to�, �at�, �with� and �for� are prepositions.
� �am� is the first person singular present indicative of the verb �to be�
� �is� is the third person singular present indicative of the verb �to be�
� �I� is the first person singular pronoun
Yes, there is a name for anyone asking for all except the �small words� to start with a capital letter. It�s called �Silly Billy�.
A good site to help you understand some of these terms can be found at:
http://www.usingenglish.com/glossary.html