Each heading can have only one paragraph Style. If you want to delete all headings, simply use Find/Replace to delete all content in each heading Style. That would be way quicker than looping through all paragraphs and testing them. For example:
Code:
Sub DeleteHeadings()
Application.ScreenUpdating = False
Dim i As Long
With ActiveDocument.Content.Find
.ClearFormatting
.Format = True
.Text = ""
.Replacement.Text = ""
.Wrap = wdFindContinue
For i = 1 To 9
.Style = "Heading " & i
.Execute Replace:=wdReplaceAll
Next i
End With
Application.ScreenUpdating = True
End Sub