If you only used character names in the chapter headings, then your Table of Contents would end up difficult to navigate as the same names would interchange.
Instead, you can add a higher level of classification above the chapters (like Parts) or a lower level (like sub-chapters) where you indicate the speaker.
See how Barbara Kingsolver handled it in Animal Dreams. Click on the Look Inside feature of her book and look at the TOC.
http://www.amazon.com/Animal-Dreams-...4042085&sr=1-9