How to wrap up the problem of keeping warm at home

In winter, you turn the heating off when you leave the house. When you get back later, you turn on the heating again but half an hour later you are still feeling cold.

Do you: 

Turn up the setting on the heating / heater / thermostat and wear your coat and hat until it gets warm?

Use a timer to set the heating or heater to turn on half an hour before your usual time to get home, so the rooms start heating up before you get back.