Not in my book they’re not. My book is the Chicago Manual of Style, 13th ed., which prefers down style (lower case) for names of plants and animals, capitalizing only proper nouns and adjectives. “Proper” here is understood to mean the name of a specific person or place. Thus English setter, not English Setter; similarly shire horse, not Shire Horse. Suffolk punch is knottier, since the term “punch” in this case appears to have no common meaning. However, having browsed the Web (capitalized because lower-case web in this context also has no common meaning), I find the following: “In England, a ‘punchy’ is a type of horse that is short-legged and barrel-bodied”–in short, “punch horse” may be construed as a generic term, and thus Suffolk punch horse is correct.