I installed a Honeywell Wi-Fi last year. First off, the Wi-Fi is a complete novelty. I bought it mostly because my heat pump doesn't automatically switch from heat to cool, and I wanted to be prepared for extended stays out of town, so I could switch it from my phone if I needed to. I haven't had to do that a single time. The Honeywell has the WORST vacation mode which locks you out completely until you change it manually or return on your designated date, which is stupid.
Anyways, to your original question, I think it's negligible with an old heat pump like mine, but could be worth while with more efficient newer models. I tried keeping my temp. at 67 and drop to 65 while I'm away or asleep. I've read that a 3 degree drop or more is what gets the aux. heat kicking, but I don't honestly know. I noticed a 20-30 dollar bump in my electric bills this winter. I kept the house at 65 when I was home, down to 63 when was away last winter with it. IMO, I don't think it saved me a bunch of money, but I was much more comfortable this winter, totally worth 30 dollars a month extra. My heat strips didn't trigger near as much, really only with below freezing temperatures and when it kicked to defrost, but it spent more time running than it did at 65, but I contribute that to a 13 year old heat pump more than anything else.