Any self-respecting editor or publisher will tell you that it is all well and good to have your own individual preferences when it comes to style issues, but what is critical at the end of the day is consistency. Always be consistent. If you choose to italicize a certain transliterated word, make sure to do this throughout. People can forgive a strange spelling of a word, but what is truly unforgivable is inconsistency.
Be warned, though: Do not get caught in the following trap. Word has a feature called Find and Replace, which enables you to make global changes to the file by finding the word in question and correcting it. NEVER select "Find and replace all" - there may be certain instances where the correction should not be applied. For example, you may want to replace the word "apple" globally with "fruit." If you were to do a global Find and Replace, you run the risk of inserting the word "fruit" with a lower-case f at the beginning of a sentence, where a capped letter should really be used. As tedious as it is, you need to search through each example of the word, and determine whether the correction is appropriate.
Another little tidbit of information relating to consistency. Let us look at numbers. If your work is filled with a lot of mathematical and statistical data, you may decide to use numerals. For example, "There are 25 graduate students in the French department, 22 in the classics department, and 270 in the physics department, making a total of 317 students in the three departments." The exception to the rule of using numerals is when the number is the first word in the sentence. At the beginning of a sentence, any number that would ordinarily be written in numerals is spelled out, regardless of any inconsistency this may create:
"Twenty-seven percent of the cost was guaranteed."