If no batteries, check for power at thermostat. Jump the R and G wires - does the indoor fan come on? If it does, then chances are you have a bad tstat. If it does not, then you have control voltage issues, and you'll have to get to the control section of the air handler to continue troubleshooting. Note that when you get to that section, you'll be dealing wtih 110 or 220 volts, so BE CAREFUL. Look for a circuit board, see if you find an automotive-type fuse on that board. If it's blown, replace it. If it blows when you replace it, you should probably call a contractor to trace down the short.