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I'm not sure from mind but you should check the game menu; this can be used to start specific contact missions (and other jobs such as races and survivals), so I wonder if heists are part of this too.
If not then yes: you'll have to head back to your apartment. One easy way is to set your spawnpoint to your apartment and after a heist mission simply hop into a new freeroam session; that should move you back into your apartment again.
This is really usefull, as it is a fast teleport to your appartment (which you can leave then to do other things).
Heists are not part of it.
None of the other activities recquire an investment (setup costs)