This happens to me when I'm importing photographs, I end up with files called .JPG or .jpeg and I prefer .jpg.
for file in *.JPG
do
mv $file `basename $file .JPG`.jpg
done
The command rename does this same thing nicely, but knowing the for loop way can be more useful sometimes...and if you didn't know about rename, then I guess that would be useful too.
rename .JPG .jpg *.JPG