## C++14, <strike>1043</strike> <strike>1000</strike> 998 bytes
Grotesque solution in C++14:

    #include<iostream>
    #include<map>
    #define b cout
    #define d string
    #define e },{
    using namespace std;char l='\n';d s[]{"DIGIT ","LATIN CAPITAL LETTER ","LATIN SMALL LETTER "};map<char, d> m{{' ',"SPACE"e'!',"EXCLAMATION MARK"e'\"',"QUOTATION MARK"e'#',"NUMBER SIGN"e'$',"DOLLAR SIGN"e'%',"PERCENT SIGN"e'&',"AMPERSAND"e'\'',"APOSTROPHE"e'(',"LEFT PARENTHESIS"e')',"RIGHT PARENTHESIS"e'*',"ASTERISK"e'+',"PLUS SIGN"e',',"COMMA"e'-',"HYPHEN-MINUS"e'.',"FULL STOP"e'/',"SOLIDUS"e':',"COLON"e';',"SEMICOLON"e'<',"LESS-THAN SIGN"e'=',"EQUALS SIGN"e'>',"GREATER-THAN SIGN"e'?',"QUESTION MARK"e'@',"COMMERCIAL AT"e'[',"LEFT SQUARE BRACKET"e'\\',"REVERSE SOLIDUS"e']',"RIGHT SQUARE BRACKET"e'^',"CIRCUMFLEX ACCENT"e'_',"LOW LINE"e'`',"GRAVE ACCENT"e'{',"LEFT CURLY BRACKET"e'|',"VERTICAL LINE"e'}',"RIGHT CURLY BRACKET"e'~',"TILDE"}};int main(){d str;getline(cin,str);for(char c:str){if(islower(c))b<<s[2]<<(char)(c-32);else if(isupper(c))b<<s[1]<<c;else if(isdigit(c))b<<s[0]<<c;else b<<m.at(c);b<<l;}}