Which uses less energy: keeping the house at a constant temperature 24-7, or going up and down with it?
Are we talking about, rather than leaving the temperature set at a constant 72 degrees (e.g. when it's cold outside), setting it to maybe 62 degrees when you're gone and 72 degrees when you're home OR setting it to maybe 62 degrees when you're gone and 82 degrees when you're home? If you're referring to the former, which is what I'd assume, then it would use less energy to set the temperature down when you're gone for a while or don't need the heat set as high. In other words, setting it to 62 degrees starting when you leave for work and to 72 degrees starting when you return home from work will use less energy than leaving it set to 72 degrees all day long will.
The main reason for this relates to the basic laws of thermodynamics: Heat transfer is a function of temperature difference. That's why you're more likely to develop hypothermia in 40 degree water than you are in 60 degree water, and why you might wear a coat when it's 30 degrees outside but might not when it's 60 degrees.
Both unwanted heat loss and unwanted heat gain are increased when the temperature of the conditioned area is
more higher than the surrounding environment (e.g. during the winter) or
more lower than the surrounding environment (e.g. during the summer). If the temperature inside a house is 60 degrees while it is 50 degrees outside, the house will lose less heat energy than if the temperature inside the house is 70 degrees while it is 50 degrees outside. The amount of heat energy needed to heat a house to 70 degrees from 60 degrees will be less than the amount of extra heat energy that would have been needed to keep the house at 70 degrees rather than 60 degrees for the preceding 10 hours.
There's also the issue of heating / cooling unit efficiency, but that's a less definitive effect and - depending on your system - won't necessarily have a significant impact. But, at least for some systems, they are more efficient (i.e. in terms of the amount of heat energy injected / removed relative to the amount of electricity used) after they've been running for a few minutes than they are when they first come on. So, they are more efficient when they come on for 15 or 20 minutes to warm the house up or cool it down than they are when they are coming on for 3 minutes at a time to maintain a temperature.
As I hinted in the first paragraph though, if changing the temperature means sometimes setting the heat higher (e.g. when it's cold outside) than you otherwise would have to make up for having set it down at other times, then the situation is much different.