Programmable thermostats run anywhere from $20 to $120 depending on the model, and don't forget to check to see if your power company is offering any rebates for installing one of these to offset the cost!
Keeping with the power saving theme, check to see if your power company has a time-of-use program like ours does that gives you a discount for off-peak usage but charges a premium for on-peak usage. If you're diligent with this and make *sure* you only run your major appliances like the washer/dryer and dishwasher off-peak, you can save a lot of money with this program!
SRP is offering these for $3 a sq foot thru the end of the year, definitely a worthwhile purchase, AND it increases your resale value :).
What do YOU do to reduce your energy usage and costs in your house?