The only thing I do is to turn down the thermostats on two of the three zones and let those parts of the house cool a bit overnight, No need to heat the family room to 70* when I'm in bed at the other end of the house.
I have no way of measuring any gain or loss from this, it just seems to make sense.
Why do boilers have an efficiency advantage. The volume of mass heated or water is a better medium to transfer heat?
I theory it doesn't matter if it's a boiler (water transfer) or a furnace (air transfer). It's all in the design of the heat exchanger. A furnace has an advantage because the return air is of lower temperature than the return boiler water temperature. More of the heat of the burning fuel will transfer to the colder return. A modern gas condensing furnace has the highest efficiency because the return air temperature is low enough to extract additional heat from the burnt fuel gases. To do the same in a boiler would cost a lot more because a much better heat exchanger would be needed. I would expect a coal fired furnace designed like the A-A/Eschland, which has an in the flue gas combustion blower which forces heat transfer, to have high efficiency. Add to it a final condensing of the remaining flue gases to extract every bit of heat and it could have very high efficiency. This would be difficult to do because the sulfur and the condensing gases would form sulfuric acid!
Boilers are more efficient than stoves beacuse the combustion gases have to go through more passes in a boiler (Baffles). The more passes a unit has, the more the heat can be assorbed before it goes up the chimney. Most boilers have two to three passes in them. Some commercial boilers have four passes. Hope this helps.