Just found this on the moneysaving expert website:
Is it more economical to leave my heating on 24hrs in the winter?
Answer
No. It is a common misconception that it is cheaper to leave your hot water and heating on all the time. Boilers use more power initially to heat water from cold, however the cost of this is greatly exceeded by the cost of keeping the boiler running all of the time. The best solution is to programme your heating system so that it comes on when you need it most (possibly early morning and in the evening), and goes off when you don't need it (when you are out of the house or asleep). There are a range of controls that can be used and your heating engineer will be able to provide you with the most appropriate solution. Depending on your circumstances it may be necessary to keep the heating on all day during winter but it will cost more than if you turn the heating off when you don't need it.
Apparently it's all to do with physics and thermodynamics..