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IMHO I would say that the Header Tags are helpful for all se's, but importance would vary depending on the search engine itself. For example, I would guess that Yahoo! puts more importance on the H1 tag than Google does.
On using H1 through H6, if I use that many header tags on one page... I would pick 6 keyword phrases or variations of 3 main kw phrases to use and then put most important in h1, 2nd most important in h2, and so on. I don't think page position matters for your Header Tags, but that is another guess. Of course, this may not be the right way and your results may be different, but it is what I do.
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