The Heater works great when the vehicle is.

With the engine cool, check the coolant level. Usually the problem you're having is associated with low coolant level. If the level is low then you have a leak and we need to begin the process of finding that leak. (Of course fill the cooling system first)
The FREE stuff that you can do to hopefully find a leak is to visually inpsect the hoses (radiator hoses, heater hoses, any and all small hoses which carry coolant). Also squeeze the hoses to check for soft spots (this is where a hole is likely to occur--there should be no soft spots--if so replace the hose whether it's leaking or not). Also visually check the water pump--especially underneathe its pulley (6 o'clock position) for trails of corrosion left by leaking water.
If not leaks are found you'll need to have the cooliing system pressure tester at a shop. This usually doesn't cost very much and can find a cooliing system leak much faster that visual inspections. Once the leak is found you're half-way there. Good luck and please post the results of your diagnosis here once you're completed them.

As stated above, check the coolant level first. The thermostat may be opeing too soon cooling off the coolant too quickly.

Make sure the heater core hoses are good and hot.

Roy