A thermostat includes a number of control parameters including a temperature set point, a selected cycle rate, a room temperature swing setting, and/or any other suitable control parameter. In one illustrative embodiment, the thermostat includes a push button for providing a signal each time it is depressed and a controller coupled to the push button. The controller is adapted to receive a sequence of one or more signals from the push button, and is further adapted to set a control parameter such as the cycle rate or room swing setting to a value that corresponds to the sequence of one or more signals. In another illustrative embodiment, the thermostat includes a mechanical user interface such as a rotating selector or slider. The thermostat is adapted to receive a signal that relates to the current position of the mechanical user interface, and sets a control parameter of the thermostat based thereon. In some cases, the mechanical user interface is adapted to set a temperature set point when the thermostat is in a first mode, and a different control parameter when the thermostat is in a second mode.