The point that Jim is making is the key. Margins collapse between elements, they are not additive. If what you want is to ensure that there is a 1em margin above and below paragraphs and headings and that there is a 1em margin below the header and above the footer, then your css should reflect that.
Given this markup (I've added a header and placed ids on the header/footer):
This is the heading
This is a paragraph
Here's another heading
You should use this css:
#header {
margin-bottom: 1em;
}
#footer {
margin-top: 1em;
}
h1, p {
margin: 1em 0;
}
Now the order of your elements doesn't matter. If you use two consecutive headings, or start the page with a paragraph instead of a heading it will still render the way that you indended.