Nest Learning Thermostat

Pros: Simplicity. reporting capability and remote access.
Can turn down heat when not at home.
Coming FW updates?

Cons: Will it really save any money?
Price.

Summary: I think the NEST will be perfect for homes with hydronic heating, where the actual temperature change is very gradual.
For the rest of us. most homes heated with natural gas does heat up so quickly once the furnace is on.

We keep our house at 60F when we are not home, 56 when sleeping night, and have a (timed) thermostat turn up the heat for about 45 min in the morning, and at 6 PM. If we need heat other times during the day, we likely walk by the thermostat 100 times and it can be easily overridden (it does fall back automatically to its pre-programmed stage at next scheduled temp change).

If wanting to truly save energy/money (gas heated house), there is only one way; reduce the time the furnace is running.
Therefore, NEST is not saving me any money as it has increased the number of hours that our furnace runs, but YMMV.

(that can of course be achieved by a number of means, better insulation, capturing of all the waste heat from light bulbs, computers, cooking, etc).