If it is a new season for heating then the answer to that question is : Yes!
Especially if you heat with oil, it is imperative to have a thorough cleaning by a reputable service tech. It is for your safety and efficiency of the heating equipment.
Please oversee the cleaning, sometimes the tech has an off day, we have replaced equipment and have found very dirty soot built up boilers and furnaces. This is a dangerous situtation, a fire hazard, and a carbon monoxide threat. Also have the burner tested, the nozzle replaced or checked and the oil filter replaced. If you have a hot air furnace replace the air filters at least once a year or more if need be. Also check humidifier if equipped. Oil any motors that require this, check fan belts.
  It seems like a lot, but it's worth it. Remember somehow equipment knows when it's 2am and it's 12 degrees out, that's when it likes to break down!

           Thanks JJ