The reason I don't own Nest or any other "learning" gear is two fold. First, I don't want any third party to know my settings and be able to deduce when I'm home. Second - and more importantly - I don't want my devices to "think" for me.
I keep a very irregular schedule that is the polar opposite of my wife. I work nights, she works days. My work nights vary wildly (I'm a contractor), hers do not (minus holidays or professional development days). Any "learning" a thermostat does in our household will be wrong.
For this purpose, I homebrewed a thermostat. I have an Omnistat with serial control, and I wrote a Raspberry Pi interface to talk to it. I then wrote an Android app to interface to the Raspberry Pi, so I can control the thermostat from inside the home or outside.
Why did I go to all of that trouble? Because there is no product on the market that fits my two criteria - no outside party data collecting, and no "thinking".
Seriously, why is this so hard? I understand the want to make things simple for the non-techies out there... but why in the world can't you offer me the option to strip everything away and use the thermostat in the simplest manner possible?
I'm having the same problem with lighting control right now. I would like a GPI contact closure to turn on/off an LED light dimmer, but never inhibit its ability to be turned on locally. You may say "Z-Wave!" or any of the other RF controls out there. The problem is that none of these meet my criteria for dimmable LED lighting: the fact that I hate software dimmers, and the ability to turn on/off a light to the set dim point without being able to inhibit the light from being turned on locally. All I want is a physical dimming slider and an on/off switch - not a software dimmer that gradually fades the output up and down and that you have to stare at LEDs to set once the unit is on. If I can't hit the switch and have an instant on with 100% certainty at what dimming level the light will pop on at, I don't want it.
My next house project will be a low voltage relay to grab the sunrise/sunset times, and turn my exterior LV lights on at sunset + 30min, and off at sunrise - 30min. Nothing outside of a photosensor does that now, and it doesn't do it reliably (think cloudy days, snow cover, etc). So I will homebrew it. And be happy.
Give me total control of my devices, with no "thinking" whatsoever. That's all I want in home automation. No one is doing that right now, and it frustrates me to no end.