If you haven't been following tech news, Nest has a new thermostat out at the $169 price point that, near as I can tell, works with most standard heating/AC systems (it doesn't appear to be wired for heat pumps, though the stock Nest does a great job with them).
I've got a heat pump for the house and last winter, I'm pretty certain that the Nest paid for the purchase cost (retail is $250, but if you're paying more than $200 for the full Nest, shop around more) in power savings. It ran the heat pump quite nicely, didn't do the standard "oh, wow, panic, backup coils now!" thing that dumber thermostats do, and the automatic "you're away, I'll let the temperature range wider" feature saves us a good bit in energy if we're out for the weekends (or even just in the evenings). And even without the heat pump, it will learn the house, it runs the blower for a long while after the AC shuts down to extract all the residual heat into the coils, and generally does a nice job with running things efficiently. Plus, you can schedule blower operation if needed to help circulate air (I often turn the furnace blower on at night when I have my vent fans running - it helps cool the house better if I suck the cool air in and then let the furnace circulate this to all the rooms).
It also allowed us to opt in to not running the equipment during the eclipse (as we're near the path of totality and it impacted solar farms in the area).
Unfortunately, I don't have good "before/after" cost comparisons on it, since it went in shortly after we bought our house. But just seeing how it runs our system (vs how the dumb unit I ripped out ran it - turning on the backup coils when it's 80F out and I wanted to cook the house to drive out volatile organics), it's a lot smarter.