Roof-mounted systems have the heating and cooling systems in one cabinet. Sometimes called "gas packs" (if the heater uses natural gas), they typically cost less than a comparable split system. In dry regions, most homes originally had "swamp-coolers" installed. When replacing them with HVAC systems, it's often cheaper to use existing mounts and ducting.
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In the case of heated water or steam, piping is used to transport the heat to the rooms. Most modern hot water boiler heating systems have a circulator, which is a pump, to move hot water through the distribution system (as opposed to older gravity-fed systems). The heat can be transferred to the surrounding air using radiators, hot water coils (hydro-air), or other heat exchangers. The radiators may be mounted on walls or installed within the floor to produce floor heat.
Get specifics. Contractors who bid on your job should calculate required cooling capacity by using a recognized method such as one found in the the ACCA’s Residential Load Calculation Manual, also called Manual J. An additional reference for assessing ductwork needs is Manual D. The calculations produce a detailed, room-by-room analysis of cooling needs. Ask for a printout of all calculations and assumptions, including ductwork design. Be leery of a contractor who bases estimates merely on house size or vague rules of thumb.
It's always changing: Some newer thermostats take advantage of wireless technology. You can adjust your thermostat remotely so that if you leave and forget to adjust it, or if you are going to be home later than you thought, you can adjust it via your smartphone. Some can even give you reports on how efficient your system is performing based on usage. These are very efficient models, but they are also very expensive with some costing over $250.00.