You can always modify an existing theme to use it, or create yours. But as they said, SEO wise it’s not good to have more than one <h1> per page. It’s like, what’s the title of this document? If the <title> tag has the page title *and* the page name, then the <h1> tag will only have the title (maybe with a subtitle). That way, indexing will be more meaningful.
Every other header for the page (like an index in a blog page has various headers, for *each post*) will be a <h2>. Maybe this is what you’re saying… but it is perfectly logical: the index/homepage with a list of posts should not use <h1> for everypost, because the Home page should be titled whatever your blog is titled, so the index.php template (or whatever other template you use for home page) should use <h1> in blog title or the relevant place. In single.php on the other hand, the <h1> will be the title of that post…