You should get your furnace (or boiler) checked at least once a year (more if you burn oil) to make sure that it is operating safely and efficiently.
An ounce of prevention is worth a pound of cure as they say. Preventive maintenance can help ensure that your furnace runs when it needs to. You would be surprised how many service calls we get in the northeast on the first cold days of the year. There is a spike in calls when we experience a deep cold snap too. This of course is not the time you want your furnace to go down!
By the end of September in the northern US, many contractors start getting backed up with service calls as you may have discovered if you tried to schedule one in the last few months. As you head south, that shifts from October to even December (OK, Palm Springs doesn’t get backed up in heating season, which is why I for one, hope to visit!).
Get that furnace tuned-up BEFORE heating season kicks in and if it has in your neck of the woods, before it really gets cold!