Thinking more about that, I still prefer setUp() to be consistent with camel-casing and the symmetric tearDown().
Any strong opinion?

Unrelated to that, we had a discussion with @lsheng :+1:
Before/After methods should be final and uniquely named, eg. setUpClassName/tearDownClassName() to avoid collisions with super class initializers/finalizers. Before methods should also be wrapped with a try/catch to make errors visible.

That should probably go in the style guide.