Is it semantically incorrect to place <h2> tags between <li> tags?

Question

I was planning to do something like this:

<ul class="menu">
 <li><h2>Contact</h2></li>
 <li>my email</li>
 <li>my phone</li>
</ul>

Is it semantically incorrect (or a bad practice?)

If the answer is yes, should I do this instead?

<ul class="menu">
 <li><strong>Contact</strong></li>
 <li>my email</li>
 <li>my phone</li>
</ul>

(I can't place just a heading tag, since there are not divs to group them):

<div id="branding">
<h1>
<ul class="menu">
<ul class="menu">
<ul class="menu serif">
<ul id="lang">
</div>

Answer 1

According to the W3C Validator using an <h2> tag inside a <li> tag is perfectly valid. This is much preferred ver using a <strong> tag with styling as this communicates the semantic intention of the text (and consequently helps with SEO).