Occupancy detection (which the Nest appears to do) is something of a black art, but goes an awfully long way towards effective heating control. No point heating an empty house, of course, and you typically need a lot less heat when you're upstairs than when you're downstairs (ideally heating systems would have these as separate zones). Also, doing something sensible when you're in bed[1]...
[1] This reminds me, I still need to write the code to incorporate the alarm clock status with the heating decision logic - the old system didn't know about that...