Re: removing cheap paneling
Personally, I'm not a fan of plaster, especially in this day and age of drywall. Like you, I've found it difficult even to find someone who can repair plaster, let alone install it from scratch. Stucco is much the same, all anyone wants to do today is that damn EIFS crap, they don't know how to do 1" thick stucco that is actually worth having, but I digress.
I would go with drywall, it is faster and easier than plaster, nearly anyone can do it, and it's certainly easier to repair later if there is a problem/damage. Other benefits are that it's easier to find studs for hanging things in drywall than it is plaster.
As far as installing the HVAC system, if you will have any duct work in the walls, then absolutely have that installed now, then you won't have to disturb walls later to hook in the mechanicals. If all the duct work is in the attic or crawl space, then it doesn't matter when it is installed and can be done when the rest of the equipment is installed.
I suffer from CDO ... Its like OCD, but in alphabetical order, LIKE IT SHOULD BE!!!