Thanks for the great question, Sunshine!
You should probably use a dissertation template. That is the EASIEST way, I think. Google this: Dissertation, headings, template.
And you should also google this: APA headings
Just spend some time to learn about the options. You will have to use a particular format to get it accepted, so do what your advisers say. On the templates you find, you'll see that the chapter titles are written in all capital letters, and then you can have more levels of headings in the body of it. Just keep it simple and use only 3 level headings. You'll see what I mean when you start reading about APA headings.
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