I've heard many times over 30 yrs that it's best to keep your thermostat on a steady temperature because it makes things cold and takes longer to warm up the house, so you use more energy.
However, it never made common sense to me, so we chose to always monitor our thermostat and when we left the house we'd turn it down about 7 degrees. At night we also turn it down 5 degrees and then in the morning it does use the “super speed” to get it warm very fast.
When I compare our electric bill to those who keep their thermostat constant, we are way below their bills. We have a 1600 sf home and our average monthly bill when I total it all up at the end of the year and divide it by 12, is still under $100/month. We have an ALL ELECTRIC home.
We also conserve energy in other ways of which there are many ideas on this forum, but all in all, as for heat, I think it's best to only use what you need when you need it. When the weather is nice we open doors and windows and let it in and then close it up and turn on the A/C again.