Regular HVAC inspections or maintenance checks are important because they can prevent small problems from turning into big problems. Some things are easy for the average homeowner to check, such as if the air filter needs changing. Some things are more complicated. HVAC or heating contractors have the practice and the tools to do the inspections quickly and safely.
Some panels need taking off in order to make sure all the parts are not blocked or corroded, but also to make sure your air conditioning unit or heater has not picked up any unwanted critters.
Insects and mice are opportunists and make nests in whatever space they find. They can not only block airflow and cause strange smells to come from the vents but can also severely damage the equipment.
Digital thermostats are a great convenience until they stop working. For example, they may never remind you to change the air filter, even after you reset the reminder a hundred times. Slight problems like these may signal a problem with the thermostat in general. The thermostat is how the HVAC system is controlled. If it goes down, you have no way of getting the heater or air conditioner to turn on or off. Checking that the thermostat is working properly is a job best left to professionals.