I've been doing website design for a long time now but one thing which has me absolutely stumped is how people achieve that THICK bold h1 effect. Here is a nice example of what I mean -

Even after applying the font weight of 700 it always seems to look thin (regardless of whatever font I pick) -

I'm probably going to feel so stupid when I find out how its done.
You need to try a different font. The one in the example picture looks similar to Bebas Neue.
However, you can also very easily see exactly what CSS was used to achieve that effect by right-clicking the text and selecting Inspect Element in Chrome.
By googling that exact text I found the website you were looking at, and from that we can see they they're using a custom font, DriveTribe:

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