Schedule the heating tune up while the weather is still mild. A heating system that has sat idle since March is an unknown. Burners get dirty, flame sensors film over, ignitors weaken, blower wheels load up with dust, and heat pump defrost boards fail quietly in a way you will not notice until the first cold morning. Finding that in October means a scheduled repair on an ordinary weekday. Finding it in January means a no heat call on the coldest night of the year.
A real heating check is more than a filter swap. On a gas furnace it includes a combustion analysis, which measures what is actually coming out of the burner and is the only reliable way to catch incomplete combustion before it becomes a carbon monoxide problem. On a heat pump it means verifying the defrost cycle and the reversing valve, because a heat pump with a failed sensor will run expensive electric backup all winter while still keeping the house warm enough that nobody investigates.