HTML tags are for content
Use CSS to control the presentation - for example, to over-ride the defaults
By 'default', header tags are 'block-level'
With CSS, you can over-ride the defaults (from 'block' to 'inline') but I strongly recommend caution and suggest that you do some homework; plan your desired 'look and feel' first and implement it only when you're confident you have devised the most effective and efficient method to maintain it
Like oluoch above, I wonder why you want to use header tags in the middle of a sentence - there's more than one way to skin a cat...
If you want/need extra emphasis on certain words, apply a 'semantic' class name to an enveloping span