Usually the only reason people actually read your blog posts is because the title is interesting to them. Write your post title to attract readers. This is what will show up in the search engines and should be designed to get clicks.
But titles are important from the SEO strategy point of view too. In order to signal their importance to the search engines, Wrap your post titles in an h1 tag - Many themes are set up so that the blog name has an h1 tag and the post title has an h2 tag. From the SEO point of view this is not correct. You want your post title to be recognized as the primary title for the page. Leave these titles as h2 on the index.php page, but change them to h1 on the “Single Post” page.
This will take some tweaking of your theme pages. For details on how to do this see SEO for Wordpress Posts.