@stem has given a really good answer, much depends on what the thermostat is used for, old house central heating went in around 1985, few tweaks since, and I used a battery power thermostat like this
for years, the first one was easier to use, but had a problem after around 10 years with poor battery contacts, so changed to one shown, which I will admit I some times need to read box again to work out how to alter temperature, batteries last around 2 years, I replace once a year to be on safe side. Just two wires, so no real problem changing. Cost around £35 and programmable so I tended to set and forget.
That was last house, with this house I have a load of programmable TRV heads, in this house not impressed to be frank, but the heads came from mothers house first, and in her house they worked very well. So what works in one house does not always work in another house, there are two reasons for the wall thermostat, one is to control the room temperature, but this can also be done with radiator mounted thermostats, the common TRV, the other is to stop boiler cycling once all the TRV's etc have turned off, for the latter a 1.5°C between on and off may be good, for former 0.5°C or better is wanted.
I must admit the Nest
is easy to use, it is intuitive, never need to read the book, want it warmer turn the dial, simple, and the Nest e is about the only smart thermostat which is 2 wire connection, plus USB I think for the remote bit. But the old Honeywell
does need a neutral but is also simple to use, it has fail safe, i.e. if battery goes flat it turns off, the batteries last around 3 years, and it uses a mark/space system to stop over shooting, i.e. as the target temperature is approached it starts to turn boiler off/on slowly increasing off time, and works well with old boilers, useless with new modulating boilers as that mark/space system results in boiler running inefficient, but with old boilers it increases efficiency.
My first house gas hot air, worked A1 but expensive, second house had a Myson fan assisted radiator and open plan and again worked well, had TRV heads upstairs only to stop bedrooms over heating, Mothers house was a nightmare where the morning sun in bay windows caused the temperature to rocket, and as a result needed fast acting electronic TRV heads, and modulating boiler, my point is there is no one size fits all.
I could say get Drayton Wiser as it has smart TRV heads which work out when it needs to close so heats the room fast etc, etc, but you may not need such a cleaver system, and my total heating bill for year and this is a big house is around £500, so simple thermostat is say £20 and all singing dancing around £1000 with all the TRV heads, and that may save me £75 per year, so with interest on the money it will not pay back in 25 years what has been spent, so all central heating is a compromise.