DS3 tends to encourage going above 40 a lot more often than previous games do. All hard caps are at 99 although END may as well hard cap at 40 since the returns are horrible beyond that. (49 levels of END beyond 40 is worth about 4-6 before 40.)
Vigor: softcaps at 26, 40, and 45. Not really worth leveling after 45.
Attunement: Softcaps at 40. Returns aren't atrocious afterwards, but still not worth leveling.
Endurance: softcaps at 40, essentially no stamina gain afterwards so it may as well be a hard cap. END gains actually increase per level until you hit the soft cap. Lightning defense softcaps at 60.
Vitality: Physical defense gain soft caps at 40 (if you want more, go for Strength). Returns on equip load never diminish, 1 VIT is always worth 10 weight.
Strength: Weapon scaling has soft caps at 40, 60, and 85. Most people go 66 two-handed for maximum damage as STR weapons will usually notice a difference all the way up to 99. Strength's physical defense boosts softcap at about 60, although its physical defense gains are worse than VIT within its softcap.
Dexterity: Weapon scaling has soft caps at 40, 60, and 85. Pure DEX builds usually go up to 60 or 70; after that, it's too hard to get more DEX without sacrificing other stats.
Intelligence: Catalyst spell buff scaling and magic defense soft cap at 60. Crystal/Simple weapon scaling soft caps at 40/60/85. Pyromancer flame spell buff softcaps at 40 and chaos/dark infusions softcap at 30.
Faith: Chime/talisman spell buff scaling and dark defense soft cap at 60. Lightning/Blessed weapon scaling soft caps at 40/60/85. Pyromancer flame spell buff softcaps at 40 and chaos/dark infusions softcap at 30.
Luck: Hollow infusion damage soft-caps at 40; unlike other damage stats, you get terrible returns above 40. Bleed/poison build up softcaps at 50 instead. Item discovery is constant throughout leveling; 1 LUCK always equals 1 item discovery.