I ripped out my old heat pump and installed a new dual fuel system. The system functions as a heat pump until the outside temperature reaches a given level, then switches over to gas.
The new programmable thermostat was much more complicated than the old one. The one thing I found in reading the instructions is that the new thermostat not only measures the temperature of the ambient air, it also measures the temp of the surface (wall) it is mounted to. We turn the system down at night, and my wife turns it up in the morning. I've noticed it gets rather toasty before the thermostat shuts off. When left alone, the system keeps the house a steady 70 F. I think what happens is the air warms up much quicker than the wall, so the system overshoots 70F. I notice that the new system runs less than the old one, but runs longer once it comes on. The thermostat instructions tell me to ramp it up slowly over a couple of hours in the AM for maximum efficiency. One of these days, I'll take time to program it.