Is it an easy task to replace a wall thermostat?
Replacing a thermostat is trivial, and similar to changing a light switch.  Disconnect the two wires coming from the furnace/boiler, then reconnect them to the new thermostat.  Turn off power to the furnace/boiler first.

A programmable thermostat saves fuel and money because it can be programmed to lower the temperature when you sleep or are at work.

It doesn't matter which brand you pick, but most of them have horrible user interfaces, worse than old VCRs and clock radios.