You need something like a Kill-A -Watt if you want data to use for planning energy use. Anyone can unplug everything but there's no quick way to see consumption. I bought mine so I could see how much energy my electric oil radiator heater uses over time- there's no way to do it, otherwise. The reason I use the electric heater is due to the fact that WE Energies has jacked our energy rates so much, but gas increased far more than electric so it makes sense to use electric. Turns out that my 1500W electric heater's low setting uses 600W, but it only turns on for about 10-15 minutes/hour- that costs far less than the natural gas used and I left the Kill-A-Watt connected during the coldest week this Winter- it used 50KWh, which means the cost was less than nine bucks. The gas heat was turned down, but it was still comfortable and it operated far less than if I had only used gas.
At this point, I set the nighttime temperature to 66 and if it's very cold, I turn the electric heater on in my bedroom and set it to low, with the dial on 3. Bedroom is a good temperature for me to sleep and I don't really care if the rest of the house is colder unless I need to get up for some reason and then, I can turn the heat on beforehand. Once it cycles, I turn it down again.
Yeah, go with the idea that you'll be saving money with the new thermostat- I have those and they have a very narrow tolerance for temperature change, which makes the furnace cycle very frequently and that's not good. You'll need to adjust the temperature offset, too- if your thermostat's location is in a warmer or colder location than where you spend most of your time, it won't cycle correctly. I'n going to buy a cheap digital thermometer or try my IR thermometer to see if that matches the reading on my thermostat and adjust accordingly.