When you are looking to get an HVAC system for your home, you should be looking for a place that does it all. Perhaps they do sales, installation, and service calls for repairs and maintenance checks. These are the kinds of things you should be looking into. Think short term but also long term with the maintenance matters.
When on this search, you first need to look for a HVAC contractor in Waukesha that is certified. You do not even want to go down that road of having someone who is not certified and their work is not certified or insured, etc. Do it right the first time and you will save yourself struggles later on.
Next, do consider the price. Pricing matters, but not always the lowest price is the worst and the highest price does not mean you are getting the best service. Weigh out what is best to consider. Ask around and for references. Then when you are basically interviewing the potential company who will be doing your work, ask them for references as well. Ask them what other places have used them and that you might be able to see the work they have done locally and that they might be able to talk to someone there about their overall expertise during the install and maintenance/repair checks.
Use the internet as your first brainstorming kind of platform. Gather data and educate yourself about the HVAC process from start to finish. See what it takes, investigate what the ballpark price would be for your building that needs HVAC work or an install done to it. Get to know the vernacular so that when you do talk to others about the HVAC process you know what they are talking about and that you might have intelligent and appropriate responses. It is not that you have to be an expert, but you should be impressing yourself into this realm so that you are aware of what is going on, what will be happening, and that you might be an active part of the services being provided.
If it is an HVAC system for your home then yes, most certainly the responsibility and initiative falls to you. If you are involved with this for your company for it is work related then by all means get more folks involved and get second opinions. Do your best and do not rush to conclusions; consult others who are experienced and knowledgeable on this matter.