No, there is no default you can set for that. You could, however, use a macro to expedite the process for a selected table. For example:
Code:
Sub ApplyTableHeader()
With Selection
If .Information(wdWithInTable) = False Then Exit Sub
.Tables(1).Rows(1).HeadingFormat = True
End With
End Sub
For PC macro installation & usage instructions, see:
http://www.gmayor.com/installing_macro.htm
For Mac macro installation & usage instructions, see:
http://word.mvps.org/Mac/InstallMacro.html