I read the article, but still don't understand how they don't save some people money. You'd have to be a complete moron to make it use more energy than a manually adjusted one, I think. Perhaps the people that are losing money, didn't turn up their utilities when they needed them turned up to begin with.
The thermostat isn't the area that saves you money. It's bottlenecked by the quality of your heating and cooling system, the quality of its installation, and the homes build quality. A quality thermostat is the final piece that should be examined.