We've never had a programmable thermostat. I honestly think I save more NOT using one, than I would using one. I turn the heat on if we need it, and turn it off when we don't. At our rental, that meant waking up and turning it on, then turning it off (I'd slide it to it's lowest setting, which was 55 degrees F) when I went to work, and turning it on when I came home, and turning it off before I went to bed. It was rare that I forgot to turn it off/down-to-55F. If I'd had a programable thermostate, I probably wouldn't have been in the habit of turning it off when I left, and would ended up having it warmer in the house than it needed to be if I went shopping for a long time, etc.
Now that we have
wood heat, the thermostat rarely comes on. I turn it above 55 sometimes to heat the kids rooms at night when it's really cold and the fire has died down. And, sometimes I'll turn it on for a short while on those days when it's not cold
enough to light a fire, but not warm enough inside to go without a little heat. That's generally when it's like 50 degrees outside, and 60-65 inside--If I made a fire, it'd be 80+ degrees and way too toasty. So, I turn it on for a short while, and then turn it off after about 30 minutes. I also sometimes turn it on if someone is taking a
shower, just to lower the humidity in the bathroom and to make it nice and cozy when they come out.
I've frankly never seen the need for a programmable thermostat. And, honestly, if I come home or wake up to a cold house, I just sit in front of a space heater while the furnace or
wood stove heats up more. I'll park my kids in front of the space heater, or just heat the room they're playing in while the rest of the house warms up. I'm pretty sure that's more energy efficient than heating the house for an extra 30 minutes before people come home...