Earlier quoted context omitted.
The relay is controlling the main voltage input and it's similar to http://i.ebayimg.com/00/s/NTAwWDUwMA==/z/ZS0AAOSwr81UNgc9/$_... . The relay's function is to act like a central switch. I have also a servo attached to the thermostat and it's only role is to spin the thermostat controller. The servo is similar to http://www.conrad.com/medias/global/ce/2000_2999/2000/2060/2...
You could also look at SSRs, which tend to be easily controllable with logic level outputs on a microcontroller.
I am using one to turn on/off the mains power of a 12VDC transformer. The nice thing about an SSR with an input range of 3–30V (a common type) is that you can drive it directly (and safely!) from a Raspberry Pi GPIO pin (3.3V).