We all do it. I'm guilty. I've had roommates who are definitely guilty. I still do it at times, even though I know it only wastes energy and leads to discomfort soon down the road.
I'm talking about cranking the heat up after walking in from the cold, thinking it's going to warm the room faster.
I have these Rinnai EnergySaver heaters that are super energy efficient. When I leave the house, I usually turn them down to around 60 or 62. When I come back in, well, things are pretty cold. It's not unusual for me to hit the "up" arrow a few more times than necessary, cranking the unit up to 70 to get the room warm quickly. But the truth is, I only really need the room at 64; 66 at the highest. I can operate at pretty low room temperatures. It's my Scandinavian blood.
Cranking the heat to a higher temp than I need it won't heat the room faster. Those units--like most furnaces--churn out heat at the same rate regardless of temperature setting. I'm not heating the room faster, I'm just wasting heat getting it hotter than I actually need/want it. And by wasting heat, I mean wasting money.
Let it be a lesson to you all. Stop cranking up the heat! Let the furnace do its job on its own time. It will get there.