To get the first new section rather than the section continued from the previous page, I think you just need to use first marks rather than top marks. This code is adapted (slightly) from Werner's answer:
\documentclass[twoside,openany]{book}
\usepackage{lipsum}
\usepackage{titleps}
\renewpagestyle{plain}{
\sethead[\firsttitlemarks\bfseries\thesection][][]% even-left | even-center | even-right
{}{}{\bottitlemarks\bfseries\thesection}% odd-left | odd-center | odd-right
\setfoot[\thepage][][]% even-left | even-center | even-right
{}{}{\thepage}% odd-left | odd-center | odd-right
\setheadrule{0.4pt}
}
\pagestyle{plain}
\begin{document}
\chapter{Header Test}
\section{Sec1}
\lipsum[1]
\section{Sec2}
\lipsum[3-4]
\section{Sec3}
\lipsum[5]
\section{Sec4}
\lipsum[7]
\chapter{New Chapter}
\section{Sec5}
\lipsum[2]
\section{Sec6}
\lipsum[6]
\section{Sec7}
\lipsum[8-9]
\section{Sec8}
\lipsum[10]
\end{document}

The only case in which I can reproduce chapters without headers is one in which there is no \section command on the initial page of the chapter. In this case, I do get a header, but it is just a line with no mark for the chapter or section. Since there is no section, this makes sense. However, you might want to have the chapter marked in this case.
If so, you can try this:
\renewpagestyle{plain}{
\sethead[\firsttitlemarks\bfseries\ifnum\value{section}=0 \thechapter\else\thesection\fi][][]% even-left | even-center | even-right
{}{}{\bottitlemarks\bfseries\ifnum\value{section}=0 \thechapter\else\thesection\fi}% odd-left | odd-center | odd-right
\setfoot[\thepage][][]% even-left | even-center | even-right
{}{}{\thepage}% odd-left | odd-center | odd-right
\setheadrule{0.4pt}
}

EDIT
I am not sure why issuing \tableofcontents seems to blank the headers. However, since you are using titlesec, you could use the following method which utilises the conditionals from that package. I'm not sure what should happen on the contents page itself. This puts the title of the contents into the header since there is no chapter number here. (Or, rather, the number is 0.)
\documentclass[twoside,openany]{book}
\usepackage{lipsum}
\usepackage[pagestyles]{titlesec}
\renewpagestyle{plain}{
\sethead[\firsttitlemarks\bfseries\ifthesection{\thesection}{\ifthechapter{\thechapter}{\chaptertitle}}][][]% even-left | even-center | even-right
{}{}{\bottitlemarks\bfseries\ifthesection{\thesection}{\ifthechapter{\thechapter}{\chaptertitle}}}% odd-left | odd-center | odd-right
\setfoot[\thepage][][]% even-left | even-center | even-right
{}{}{\thepage}% odd-left | odd-center | odd-right
\setheadrule{0.4pt}
}
\pagestyle{plain}
\begin{document}
\tableofcontents
\chapter{Header Test}
\section{Sec1}
\lipsum[1]
\section{Sec2}
\lipsum[3-4]
\section{Sec3}
\lipsum[5]
\section{Sec4}
\lipsum[7]
\chapter{New Chapter}
\section{Sec5}
\lipsum[2]
\section{Sec6}
\lipsum[6]
\section{Sec7}
\lipsum[8-9]
\section{Sec8}
\lipsum[10]
\chapter{GAH}
\lipsum[1-4]
\chapter{New Chapter AAAA}
\section{Sec5}
\lipsum[2]
\section{Sec6}
\lipsum[6]
\section{Sec7}
\lipsum[8-9]
\section{Sec8}
\lipsum[10]
\chapter{GAH1}
\section{Sec8}
\lipsum[10]
\lipsum[1-4]
\lipsum[1-4]
\lipsum[1-4]
\lipsum[1-4]
\chapter{New CHAPTER AAAAA}
\section{Sec5}
\lipsum[2]
\section{Sec6}
\lipsum[6]
\section{Sec7}
\lipsum[8-9]
\section{Sec8}
\lipsum[10]
\end{document}
titlesecin the document. I'm getting an 'Incompatible package' error. Am I unable to use both? – Nick Oct 21 '14 at 08:19titlesecshould be fully-compatible withtitlepsas its written by the same author. However, don't usefancyhdras well. – Werner Oct 21 '14 at 08:32\usepackage[pagestyles]{titlesec}. This works, and it looks like titleps will work best.But, now I'm running in to two other problems. First, the header doesn't even show up on some of the first pages of a new chapter. Second, on some pages that have sections from the last page, that last section is displayed in the header instead of the first section of that page. Are these things that can even be fixed?
– Nick Oct 21 '14 at 08:35fancyhdrand use it almost all the time. However, if you are usingtitlesec, you really would be best advised to usetitlepsandtitlesec*without*fancyhdras you are much more likely to find things work cooperatively rather than antagonistically. – cfr Oct 21 '14 at 12:58fancyhdr. So far, it's a bit easier to use and I'm liking it. I'm just running in to the problem now that the header doesn't show up on the first page of some new chapters, and also that the mark isn't the first new section on a page, but the first section on the page from the last page. If I could fix these things, I'd be a happy camper! – Nick Oct 21 '14 at 20:21