Agree with American Locomotive above with one exception.
First the agreement: Heat transfer out of a building is dependent upon the temperature differential inside the building and outside the building. If you setback the t-stat, now there is less difference between those 2 temps. Less heat is lost by the building. Therefore less heat is required to hold the lower temperature in the building.
OP is using a natural gas heater so he uses less NG and saves money every time he sets back his t-stat. Yes the furnace has to run for a bit to get the temperature back up, but the net-net is it runs less than it would have if he'd done nothing.
The exception to this is heat pumps with backup resistance heat. If you set that t-stat back you do reduce the amount of heat loss, but when you turn it back up, you'll force the resistance heating strips to help get the building back up to temp. Those strips use 4 to 5 times as much electricity per btu compared to a heat pump, so unless you were going to leave the temperature set down for a long time (maybe a week?) you would be better off just figuring out the lowest setting you could live with all the time and leaving the t-stat alone.