Heating and cooling in buildings is a central aspect for adopting energy efficiency measures and implementing local policies for energy planning. The knowledge of features and performance of those existing systems is fundamental to conceiving realistic energy savings strategies. Thanks to Information and Communication Technologies (ICT) development and energy regulations’ progress, the amount of data able to be collected and processed allows detailed analyses on entire regions or even countries. However, big data need to be handled through proper analyses, to identify and highlight the main trends by selecting the most significant information. To do so, careful attention must be paid to data collection and preprocessing, for ensuring the coherence of the associated analyses and the accuracy of results and discussion. This work presents an insightful analysis on building heating systems of the most populated Italian region—Lombardy. From a dataset of almost 2.9 million of heating systems, selected reference values are presented, aiming at describing the features of current heating systems in households, offices and public buildings. Several aspects are considered, including the type of heating systems, their thermal power, fuels, age, nominal and measured efficiency. The results of this work can be a support for local energy planners and policy makers, and for a more accurate simulation of existing energy systems in buildings.