Last year, I had the same problem and it was around for about 2 years. Changed the thermostat and that did nothing at all. Long story short at some point I had switched out the ***** on the dash. The one that operates the fan speeds was cracked and it wasn't gripping the small peg. I had that one on the temp and at the time I did not realize that it wasn't turning the peg. It would stay in the 12 o'clock position so the cab temp would only be 60*F instead of about 145-160*F. So when my dad and I were trying to figure it out last winter, I decided to swap the ***** around and then I got a blast of hot air.

At that time we were thinking about ripping the dash apart and fixing the blend door. This would've been very costly. Apparently the blend door is a problem on some 1997-2003 trucks.