While we are talking about home heat, Is it better to run your central heater up to the desired temp when you first come

[JoeH]

To avoid pipe freezing in northern climes, the minimum recommended setting is usually about 55. As for the rest, whether you do it all at once depends on the type of heat you have. As mentioned, with heat pumps you want gradual raises to the temperature, and there are programmable thermostats that will do that for you. Otherwise, most furnaces and boilers run most efficiently whene the run is longer compared to short on/off cycles.