You should always take a pinch of salt when reading SEO Guides as a lot of these guides on the net claim to be fact when really they base such information on what they believe rather than facts backed with evidence.
It is extremely unlikely that Google will reward any more juice to sites using em, strong, i, span and so forth within their H Tags. As a golden rule the best SEO is to cater for what you believe is best for your visitors. If using strong or em looks better in your headers then use them, but for just SEO purposes thats just crazy and I wouldn't even bother.
It is possible to style the within a header without using a strong tag, for example.
h1 {font-weight:bold;}
h2 {font-weight:400;}
Also you web masters may decide to use span tags over em or strong for example
<h1>Chapter <span>Five</span></h1>
h1 {font-weight:bold;}
h1 span {font-style: italic;font-weight:normal;}
Which would be exactly the same as.
<h1><strong>Chapter</strong> <em>Five</em></h1>
It's worth mentioning that there was a time that Google and other search engines valued the Bold, Italic tags much more than they do today, this was the early days of the internet and before we had things like CSS2, CSS3, HTML5, HTML4. There is just so many ways people can style their pages now. The best way to style a page is with as little code as possible. Using additional tags that is not-required is just messy and should be avoided.
This is not to say strong and em isn't good at all because it does help on the page within the content itself. But with this said other tags help too, span, i, hgroup, em, img, p, b, em, the list goes on and on... The best tags are those which makes sense to use for your visitors and not things read in a SEO books ;)
I base this information based on common sense due to the fact I've pointed out their are just to many ways you can style a header and the fact no one really knows how Google works.
Your best of worrying about how you can improve your site for your audience and offer content that is not offered else where, far to many people focus on the small things. :P