I found way too little documentation about why we can't put html header tags (h1, h2, h3...) with buttons in the "Tiny" MCEeditor. I found a way to do it with dropdowns a couple years back, but that was an older version of the editor and outside WP. Here is a link to a plugin you can use: http://sourceforge.net/tracker/index.php?func=detail&aid=1467705&group_id=103281&atid=738747