Although most themes for WordPress get this right, make sure your post title is an <h1>, and nothing else. Your blog’s name should only be an <h1> on your front page, and on single, post, and category pages, it should be no more than an <h3>. Your sidebar shouldn’t be crammed with <h2> and <h3>‘s either etc.
These are easy to edit in the post.php and page.php templates. To learn more about why proper headings are important read this article on Semantic HTML and SEO and my article about the Heading Structure for your Blog (from which a lot applies to non-blog WordPress sites too).