Had my car in for a/c work earlier this summer, but it is now starting to cool off and heat would be nice. I was looking at the front fuse box and there is a slot for the HVAC relay, but there is nothing in there. Does the 02 Bonneville SE have this relay?

Does your car have automatic or manual climate control? Also, what is the relay number?
I've looked at schematics for both auto and manual HVAC. There is only one relay in the air conditioning circuits, which would be the A/C clutch relay.

Is the engine heating up normally? The actuators have been known to be an issue. What Mark has asked for is useful informoation too, to help to diagnose your problem.

Manual control... and yes the engine does heat up normally.

So does it blow only cold air, or does it not blow any air at all?

Blower works fine, a/c works fine... no hot air though.

Drive the car with the heat on full (even though it doesn't get hot, this is part of the test) for about 15 minutes. Then stop and open the hood, leave the engine run and the heater on full. Check the temperature of the two hoses going to the heater core.

They should both be hot. If one is hot and one is cool or only warm, then you have a plugged heater core.

When you're selected to heat mode, blower on high speed, is there sufficient air flow form the heater outlets (floor)? I'm trying to determine if the mode door is not shifting to heat mode from any of the other ventilation modes?

The manual system does have air mix actuators.

Wondering if there are any ways to see the actuators on the 00+ like we can do on the 92-99 by removing the glovebox. If possible, I suggest an inspection.

While it can be a heater core blockage, it'* unlikely. The test motorhead suggests is easy and worthwhile.

One of them is hot...the other is fairly warm...i wouldnt quite say hot though.