But you should be consistent.

The Guardian Style Guide:
'style guide illustrations ..... 21st century. but hyphenate if adjectival: "newspapers of the 21st century", "21st-century newspapers" ...'

Cambridge History Journal Style Guide:
Dates should be written in the form: 20 December 1148; 20 December; AD 245-50. Centuries should be written out (twenty-first century) and 1920s etc. should be written without an apostrophe.

The editorial style guide of the publications and website of The Royal College of Surgeons of ... eg fifth century; adjectivally with a hyphen, eg 20th-century surgery ..... Oxford: Blackwell Scientific Publications; 1993. pp58–69. ...
www.rcseng.ac.uk/publications/submissions/collegestyleguide...

And the BBCL
"we don't capitalise hours, time of day, seasons or centuries - four o'clock, morning, summer, the fifth century."
http://www.bbc.co.uk/journalism/apps/tutor/html/capitals/ind...

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Note added at 3 hrs (2011-03-27 23:04:34 GMT)
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Here is the full quotation from the RCS:
" third century BC, AD1620, 1000BC, the 18th century, etc
written if 1–10, eg fifth century
adjectivally with a hyphen, eg 20th-century surgery"

So, they would go for tenth century, 11th century 12th century etc.