The thermostat is the cheapest energy-saving tool in the house, because it costs nothing and controls the biggest bill. Used well it saves real money; used out of habit it quietly overspends.
The right temperature
Every degree counts. Dropping the thermostat by one degree trims a noticeable slice off a heating bill and is barely perceptible with a jumper on. A living room is comfortable for most people somewhere in the high teens to around twenty degrees, and bedrooms can be cooler. Set it to the lowest temperature that is genuinely comfortable, not the highest you can afford.
Time it to your life
There is no sense heating an empty house or a sleeping one to daytime warmth. Use the programmer or a smart thermostat to bring the heating up shortly before you get up and home, and let it drop back when you are out or in bed. This timing, matching the heat to when you are actually there to feel it, is where a lot of the saving hides.
Room thermostat and radiator valves together
The room thermostat controls the whole system; thermostatic radiator valves control each room. Use both: set the main thermostat for your main living space, and turn the valves down in rooms you rarely use so you are not heating spare bedrooms to the same level. This zoning means you heat where you live, not the whole house equally.
On low all day, or off?
A persistent myth says it is cheaper to leave the heating on low all day than to heat the house when you need it. For almost everyone it is not: a well-timed system that heats the house when occupied and lets it cool when empty uses less than one trickling away around the clock. Heat a house you are in, not one you are not.