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Heading tags in text are very important. They are very useful to have in terms of search engine optimization, because when a search engine comes across them it realises their importance.

I often see people emboldening text or using images for headings. This works fine for some sites, but its a good idea to have at least one heading tag if you are looking to get your site as high as possible in the rankings

Are you talking about the actual H1 tags? Yeah...I try to use at least an H1 and possible an H2 in the page as well. Don't forget to use the strong tag too for highlighting keywords.

Yes, the <strong> tag is a good idea, especially as it can be useful to the human reader aswell (i.e if they are scanning the page rather than reading word for word)

Heading tags do work, but i get the feeling they will become less and less effective because people are misusing this (They are putting everything in heading tags and using css to make the headings tags look like normal text)

Would google penalise your site if you used css to make things in between the <strong> tags look like normal text? I get the feeling they would, but you never know...

@ netmaster - most likely. I suppose it would be hard for them to tell, because the bot wouldn't be able to tell, so they would need to check manually (or make googlebot clever enough to understand css) which is out of the question.

<strong> and <i> are what I do.
I usually use <b> instead of <strong> also,and sometimes if I can,I change the colors.

It is advisable that you put all your css code in a css file. Search engine find it hard to read pages with many codes.

Any other tips with respect to Heading tag?

header tag is very important part of the onpage optimization. Try to place most important keyword in the header tag.