I use a Hive thermostat. It's much cheaper than Nest and it doesn't talk to the cloud at all, if you buy the hub-less version. It communicates over Zigbee and works great with Home Assistant over Zigbee2MQTT.

My version supports both heating and hot water (important for system boilers in UK) but there's also a "just heating" version for combi-boilers.

The installation is really trivial, at least in UK where the programmer plate is pretty much standard in every house.

Even if you don't connect it to HA, the programmer/thermostat provided by Hive is so much better than the usual Drayton crap you see in UK.