Web-connected thermostats are great, but they're expensive. If you want to make your own, blogger and engineer Nooganeer shows how to build one using a Raspberry Pi and an old iPhone.
The Raspberry Pi plugs into his HVAC system to monitor everything, checks the temperature in different rooms using various sensors, then collects all that data onto a MySQL database. The database is also accessible online where he can monitor and control everything, and displayed in the house using an old iPhone 4 as a display screen. It's by no means an easy project, but you can find the guide to make it for yourself over on Nooganeer.