Turning down the thermostat on your furnace will always save energy, as will turning up the air conditioner temperature setting.

Heat moves from hot to cold, and the rate of heat transfer increases with increasing temperature differences between the inside and outside of your home. Smaller temperature differences generally mean you’ll lose less heat (or air conditioning) from inside the house to the outside. Therefore, you will save energy by only heating or cooling as much as necessary for the occupants and time of day.

Adapted from www.energystar.gov