Seems like everything is there...the hoses are connected, the blower is blowing, and the settings seem to work. But it doesn't heat up! What am I forgetting to check? I can move the settings to hot and I see the arrow move over to H (my display is digital), but the air is not hot, not even warm! Help, winter is coming and I really need a heater.

No expert here, but to eliminate the electronics I would find the heater hoses and make sure they are hot, both into the heater core and out of it. If there is a significant difference in temp. I would speculate that you have a plugged heater core. If not, I'd be visiting the junk yard.

I have a '94 and I shudder at the thought of all the electronic controls.

This may seem obvious but to a novice like me it was new. I let the coolant level get low in my van one time and it wouldn't heat up when it was not moving. Check you coolant levels and quality. I know also know that coolant doesn't burn off so if it is low you have a leak somewhere so you will want to check for that too.