You are definitely saving money.
Some of the folks pointed out some important things to consider: you don't want your pipes to freeze and wild temperature swings are not good for your house -- so you should use a programmable thermostat to keep the house from getting too cold. You should probably set the thermostat to be at 55-58 when you are away. Of course, if you live in a climate where the outside temperature never drops below freezing and your house is reasonably well insulated then it will probably never drop much below that point anyway.
However, I completely disagree with those who say that you will use more energy when you heat the house back up than you would by keeping it warm all the time. Not only do all (qualified) energy conservation experts agree with this, but it can be explained in terms of very basic high-school level physics:
The best way to think about this is is not in terms of how much energy goes into heating your house, but instead in terms of how much heat you loose. If your house were able to retain 100% of the heat put in, you would never run your furnace at all. But of course, you do loose heat; the work that your furnace then has to do is to make up for the lost heat. Now then, the important thing to remember from physics class is that energy (heat) always wants to move from areas of high energy (the warm inside of your house) to areas of low energy (the cold outdoors). Moreover, the greater the difference in temperature (between the indoors and the outdoors) the faster the heat will move. Therefore, if the inside of your house is 70 degrees it will lose heat at a significantly faster rate than if your house is at 55 degrees. The faster the rate of heat loss, the more total heat loss over the course of the day. The more heat loss, the more the more fuel you need to feed into your furnace to make up for it and the more dollars leave your pocket.
There is another problem with the argument of those who complain that the furnace would have to work too hard to heat back up once you get home. Most furnaces have only two settings: off and on. When your thermostat sends the command, the furnace kicks in full blast until the thermostat tells it to stop. Therefore, the furnace will have to run longer when you get home, but not any harder. The extra time that it has to run in the evening is going to be less than the total time it would have spent on over the course of the day had you left the heat on.