1) If you had PL noise while your HVAC was cycling, how would you filter that out?

2) I [successfully] have always used 15a filters http://www.smarthome.com/4845ACF/ACT-AF120-15-Amp-Plug-In-Noise-Filter/p.aspx on UPS's and laser printers, to filter OUT noise before it reaches the PL.
BUT-
would placing a filter on the receiving end of a problematic device do anything?

Also, the above mentioned link talks about X-10 signal noise. Are Insteon noise issues the same as X-10 noise issues?

Smarthome also makes some inline filters that might help, but I don't have any personal experience with them.

INSTEON and X10 are close to the same frequency, so in general noise/attenuation that is a problem for one is also a problem for the other (and filters help both). INSTEON is more robust about still getting the commands through, of course, but the filtering issues/solutions are the same.