I'm a new(ish) homeowner so I never noticed such things before, but I installed a thermostat, a Honeywell from HD that ran about $60, and the thing turns the furnace on about every 10 minutes and runs it for 7-8 minutes. With my old thermostat, I don't remember it ever operating this frequently. I looked in the manual, there's no option to adjust how sensitive it is (i.e. how much the temperature has to drop before it will turn on). I changed the thermostat in the first place to get the weekday and weekend scheduling options, not sure if that actually saves any money. Seems to me it'd be more efficient to try and keep at a constant temperature rather than losing all that heat during the day and trying to make it up in the evening.