7,634,504 - Natural Language Installer Set Up for Controller (http://www.google.com/patents/US7634504) - The claims really are as broad as the title implies, claiming to cover any system that presents the user questions in natural language, allows the user to select among multiple choices, and then modifies the HVAC settings based on their response.
7,142,948 - Controller Interface with Dynamic Schedule Display (http://www.google.com/patents/US7142948) - Claims to cover any controller that can change temperature from one temperature to a second temperature, while displaying an ETA for reaching the second temperature.
7,584,899 - HVAC Controller (http://www.google.com/patents/US7584899) - Claims the idea of having a movable housing over a display that, when rotated, changes an HVAC-system parameter that is reflected on that display.
7,159,789 - Thermostat with Mechanical User Interface (http://www.google.com/patents/US7159789) - A rotatable selector with several selectable positions, and a potentiometer. For an HVAC system.
7,159,790 - Thermostat with Offset Drive (http://www.google.com/patents/US7159790) - Some more rotatable-selector inventions, involving linking mechanical position and electrical signals.
7,476,988 - Power Stealing Control Devices (http://www.google.com/patents/US7476988) - Something to do with switching between primary and secondary power sources. My EE is too rusty to figure out exactly what this one is claiming without spending more time than I'd like on it.
6,975,958 - Profile Based Method for Deriving a Temperature Setpoint Using a 'Delta' Based On Cross-Indexing a Received Price-Point Level Signal (http://www.google.com/patents/US6975958) - Claim 1 is even broader than the title, claiming to have invented and patented the idea of adjusting an HVAC system's setpoints based on communicating with a remote host.
They strongly have the flavor of taking some standard control method (rotating knobs attached to potentiometers, 1950s-style feedback control & rate prediction), tacking on "for an HVAC system", and deeming the result, which applies standard control techniques in the obvious way to the domain, an "invention".