If you don't like the appearance of Word's built-in heading styles, use a custom style. You can either create a new style from scratch or modify an existing one.
The advantage of using custom styles is that you can choose exactly how you would like all the headings in your document — and the TOC — to look. However, this can take time and requires that you know how to create or modify styles.
For more information about custom styles, see Format your document with styles.