When we built our house we had Knight Security in Wolfeboro install a system from Home Automation Inc.
http://www.homeauto.com/main.asp
It provides all sorts of control and reporting from our heating/cooling system and is integrated into the alarm system.
We like being able to call from any phone when we're a couple of hours out to find out the inside temp. and then turn up the thermostat. If a door is left open or comes open, or there is a water leak in a water heater or the temp drops too low, it'll call us.
It was supposed to have the ability to be able to dial in via the internet and do all this also, but that never worked.
It failed once due to lightning and the system was sent back to the factory for repair. They were located in New Orleans and it was a couple of weeks before Katrina.
It is expensive when it dies, but overall we love the system and would do it again.