Everything you mention above is a property improvement that adds to the cost-basis of the property. If this is on your primary residence, you have nothing to report or claim on your tax return for it. However, you should file all your receipts and paperwork with the HUD-1 statement you received when the property was initially purchased. All your property improvements add to your cost-basis, and that will be a big help in the tax year you sell the property or convert it to a rental.
One thing you might want to check out though, is the new heating system. If it qualifies for an energy credit, then you can claim the credit if this is your primary residence, if the new system qualifies. If it qualifies, the manufacturer, distributor or installer would have provided you with an energy credit certificate for it, or some other sort of documentation to support an energy credit claim. Those credits are claimed under the Deductions & Credits tab if you qualify, in the Your Home section.