It's never the temperature I set my thermostat for:
This is usually a thermostat that isn't properly calibrated. This can be a nuisance call because some thermostats after being calibrated lose their calibration again shortly afterwards. Brand new thermostats out of the box can do this.
What is the answer? Digital thermostats. They never lose calibration and they are extremely accurate. Older mercury-styled thermostats are slowly being phased out. New digital thermostats are also very sophisticated with programmable features saving customers up to 30% in utility costs.
There are a few other things that could cause this problem besides the thermostat though.
Below is a list of possible causes and things to check. Items in blue usually require a service call. Items in red however can be addressed, even fixed by the homeowner.
Draft through hole in wall behind thermostat
Thermostat not level
Direct sun or another heat source hitting thermostat
The bottom causes in red are common problems and can be addressed by the homeowner. Try to check for these conditions first before calling for service.
Hope this helps, remember - these are just rough guidelines and not all possible situations are covered.
Hannabery HVAC is a member of the Independent Quality Alliance, (IQA) "Service Professionals Committed To Excellence"