Header tags are very important in Bing optimization but do they have value in other search engines such as Google,yahoo consider header tags.
I thought that Yahoo and Bing's algorithms were one and the same? Not sure which one is actually being used, but I think one is licensing the other's technology. Look at the results for a term on Yahoo vs. Bing and you will find them nearly (if not completely) identical.
I know for sure Google looks at Header Tags. Not to sure about Yahoo and Bing.
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When in doubt, use them as those search engines that don't use them will just ignore them.
Header tags describe your page's organizational structure and simplify page navigation. Well-written header text informs visitors and helps them navigate through your page. Effective header tags will even increase your site ranking on some search engines.