A while back, on the O'Reilly Network, I wrote about how I replaced my home thermostat with a wireless model. The primary purpose was so that I could better regulate heating and cooling by moving the thermostat from room to room, thus ensuring that the HVAC was working only on the basis of which room was currently occupied.
I've since replaced the HVAC system, but kept the wireless thermostat. It's working great, and I continue to be very pleased with the decision to install it. The model I use is the Venstar Wireless Thermostat. (The manufacturer has changed names since I wrote the original article, but it's the same thermostat.)
If you already have a Venstar thermostat, you can add just the wireless portion using the Venstar Wireless Sender.