First of all, underlining text that isn't a link is a very very bad idea. Very bad. Awful. Even if you think that underlining a header doesn't look like the rest of the links or something, don't do it. Pages use different link styles, and pretty much everyone has just got into the idea that "underline = link".
So I'm not entirely sure why I'm saying this, but it's text-decoration: underline. I suppose it's better than <u>...