Okay, so it might be slightly easier to work with the "number" operator [itex]N[/itex], which is related to [itex]H[/itex] via:
[itex]H = (N+1/2) \omega[/itex] (in units where [itex]\hbar = 1[/itex])
In terms of the number operator, [itex][N, a^\dagger] = a^\dagger[/itex].
So we want to show that:
[itex]e^{-i (N+1/2) \omega t} e^{a^\dagger} e^{+i (N+1/2) \omega t} |0\rangle = exp(a^\dagger e^{-i\omega t}) |0\rangle[/itex]
Since [itex]e^{-i/2 \omega t}[/itex] and [itex]e^{+i/2 \omega t}[/itex] are just numbers, not operators, they commute, and they combine to form 1. So we need to show:
[itex]e^{-i N \omega t} e^{a^\dagger} e^{+i N \omega t} |0\rangle = exp(a^\dagger e^{-i\omega t}) |0\rangle[/itex]
Here, we can write [itex]e^{i N \omega t} = 1 + i N\omega t + 1/2 (i N \omega t)^2 + ...[/itex]. When this acts to the right on [itex]|0\rangle[/itex], we just get [itex]|0\rangle[/itex], because [itex]N |0\rangle = 0[/itex]. So we want to show:
[itex]e^{-i N \omega t} e^{a^\dagger} |0\rangle = exp(a^\dagger e^{-i\omega t}) |0\rangle[/itex]
Now, we write [itex]e^{a^\dagger}[/itex] as [itex]\sum_n (a^\dagger)^n/n![/itex]
We can prove (by induction) that if [itex]|n\rangle[/itex] is the normalized state in which [itex]N |n\rangle = n |n \rangle[/itex], then [itex](a^\dagger)^n |0\rangle = \sqrt{n!} |n\rangle[/itex]
So we have, on the left-hand side:
[itex]e^{-i N \omega t} \sum_n \frac{\sqrt{n!}}{n!} |n\rangle[/itex]
Now, you can bring the first exponent inside the sum to get:
[itex]\sum_n \frac{\sqrt{n!}}{n!} e^{-i N \omega t} |n\rangle[/itex]
Since [itex]N |n\rangle = n |n\rangle[/itex], this just becomes:
[itex]\sum_n \frac{\sqrt{n!}}{n!} e^{-i n \omega t} |n\rangle[/itex]
[itex]= \sum_n \frac{\sqrt{n!}}{n!} (e^{-i \omega t})^n |n\rangle[/itex]
Now, we can undo the application of [itex](a^\dagger)^n[/itex]:
[itex]\sum_n \frac{\sqrt{n!}}{n!} (e^{-i \omega t})^n |n\rangle = \sum_n (e^{-i \omega t})^n (a^\dagger)^n/n!|0\rangle[/itex]
[itex]= \sum_n (a^\dagger e^{-i \omega t})^n/n!|0\rangle[/itex]
[itex]= exp(a^\dagger e^{-i \omega t})|0\rangle[/itex]