You don't say whether you are doing analog or digital design. With analog, it's usually helpful to have the power pins visible so you can specify the caps (and their physical positions) for each IC. For digital, you'll find that most OrCAD symbols come with zero-length pins and pre-defined power pin names. If you don't like their names, you can edit the part in the design. The OrCAD part libraries are usually correct, so you don't have to worry about typing in the wrong pin numbers and frying chips. If there are too many different voltage names that cause confusion, just make them all visible using multiple parts in a heterogeneous package (one part being just the power pins) and wire to the specific power pins and caps. It's one more schematic page, but if you're really worried about the connections, it will solve that problem. If you are creating a large part, like an FPGA, you can create the part using a spreadsheet to help you keep the pins organized.
I also use the Wirelist (Create Netlist->Other->Formatters: orWirelist.dll) to create a human-readable netlist that lets me easily double check all of the power and ground connections prior to layout. It also helps to find isolated power and ground nets that on the schematic seem like they're connected together, but really aren't after the netlist processing.
Good Luck!