Yes, those valves are leaking. But there is NO need to replace the whole valve! This is a simple home plumbing repair. Valve replacement is a bigger job.
The valve type in your picture contains a circular rubber washer that seals against a stationary seat when you close it. It will wear out over time and you can replace that little rubber washer ONLY. Of course, to do this you MUST be sure that there is no steam coming up in the system at the time, so NOW in mid-winter is not the time. Wait until the heat is not flowing in your place. (I am assuming it would be difficult to shut off an isolation valve elsewhere right now so you can work on one valve while the rest of the system is still operating. I am also assuming that you don't have total control over the entire building heating system, so you can't shut off the furnace temporarily and let it cool down so no steam is being generated.)
Assuming that your picture depicts your actual valve type, look at the six-sided nuts around the stem of the valve. The one right below the handle is a Packing Nut which just controls a seal for steam leakage past the shaft. You do NOT need to adjust this. Next down is a nut with an attached flat flange just above the globe-shaped main body of the valve. THIS is the nut you must take out. First, open the valve. Using a crescent wrench, loosen the nut and then completely unscrew it, taking the valve upper parts (stem and handle) out with it. You might have to unscrew the main valve handle after loosening off this nut. Look at the inner end of the parts in your hand. You should see a circular washer of rubber in a metal cup on the end of the valve stem, held in place by a screw. Remove the screw and rubber washer. The washer may be totally flat on both surfaces, or it may have a shallow cone shape in the exposed surface that seals. Take both washer and screw to a plumbing parts shop or hardware store. Get some washers that match the old one. If the screw is corroded and worn, get some replacements for that, too. But watch for this detail: usually the screws are brass, not steel, and you get them in the plumbing department, not in the carpentry or machinery screws display. When you get home, replace the washer and screw (hold the valve's handle while tightening the screw only moderately), then re-install it in the valve body. Tighten down the nut with the crescent wrench. Repeat as necessary for other valves, including the ones in big rooms where you currently don't worry so much about whether they will turn off. With luck, all the valves will be the same and require the same size of washers and screws.
When done, you can restore heat (steam supply) to the system. All your repaired valves should work now. Not only can you turn them on and off, you can partly throttle a valve to keep the steam flow just right to maintain an even temperature in each room.
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