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Meta separators
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 I've been told that pipes are the best separators for title tags. Can anyone tell me the best ones for H1 and H2 tags? Do I go with pipes, commas, hyphens, underscores...? 
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 It's true that you can use almost all the separators you mentioned - though some sources suggest to avoid using underscores. The thing to keep in mind is that overuse of separators is typically going to indicate that your title contains a number of terms that don't flow together in normal human spoken/read language - which could be interpreted as keyword stuffing. Try to create titles that have your keywords but also are natural language. For example on my events site we use titles like this that successfully grade well for the keywords we target: Depeche Mode tickets in London at The O2 on TUE, Nov 19, 2013 — 7:30PM. Certainly could've used more separators, but it wasn't necessary simply to avoid short words like "at" and "on". 
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 Header tags can use all the separators you mentioned. The reason pipe is adopted in meta tags is because it gives clear visual separation in the organic search results section. 
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