I personally believe that sans-serif is more readable, but not for long running texts. Thus it is reasonable to apply a sans-serif fontface to sectioning headers, captions and the like. Most importantly, it's not only my personal belief, but a common rule of good typography.
Wow, apart from the IPB bit :) that's exactly what I was going to say. Of course, it's misinterpreted from time to time. One place I worked had their usability "experts" ponder that exact advice for some time, then decide that since long running texts were against corporate policy anyway, maybe they should pick a typeface that would encourage the composition of concise, clear documents!
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