I had this issue on the rear AC of my 03 Yukon. During the winter, it blew cold even when set to max heat.
Usually this is the result of a blend door sticking in a position.The door is controlled by a Blend Door Actuator. Mine was stuck open to the AC Evap and closed off to the heater core. When I removed all the required trim to get at it behind the passenger rear cargo panel, I verified the actuator was not moving the door. An identical actuator also controls the flow from Floor to Roof vents. This one was working, so I swapped them, and now I have heat. Luckily for me, without an actuator in place on the flow door, gravity causes that door to hang in the position which causes flow to the roof vents, which is how we almost always use it. I had a replacement actuator in hand, but it was also bad, so I closed it up and left it as is for now. When I receive the replacement actuator, I'll go back in and install it on the flow director door to gain that functionality back.
If your problem is in the front, then those actuators are located under dash, and you may have 2 for driver and 2 for passenger if you have dual-zone climate, but I'm not sure about that part.
On a side-note, I also thought that my front driver temperature control looked like it was going bad; as I rotated it, the temp readout would jump all over the place. Then shortly after, the aspirator (fan/sensor behind the small circular grill above drivers left ear) started getting noisy. I replaced that, and now my temp control works fine again. I bought my aspirator from rockaut, but I returned the Dorman aftermarket part, as it was noisier when new, than the old worn out GM part. They do carry the GM part for about $2 more, so I got that one after returning the Dorman part under warranty (too noisy!). The GM part is whisper quiet. The bad actuator I got was also a Dorman part, but I think it all they carry, so they are shipping me a replacement and I'm keeping my fingers crossed that it will work. I heard the GM actuator is about $100. The Dorman is about $35.
Hope this helps you.