All headers should be capitalized text using the common rule for title capitalization: Conjunctions and prepositions are NOT capitalized, but everything else is capitalized PLUS the last word in any title is capitalized.

Here is a good example:

Header Capitalization example

Other Examples:

Here is another example using “where” as a conjunction, and therefore is NOT capitalized.

Honoring Colleges where Community Service and Civic Engagement Are Valued

And a title with an ending preposition, using the last word capitalization rule:

Is This All You Can Think Of?