You can make text bold or italic by setting the face of the text element. I do not know how to make an underline but I'll come back with the answer if I find it.
ggplot(DF, aes(X,Y)) + geom_point()+labs(title="The Title") +
theme(plot.title=element_text(face="italic"))
ggplot(DF, aes(X,Y)) + geom_point()+labs(title="The Title") +
theme(plot.title=element_text(face="bold"))