When trying to save money on your heating bill it's much better to just leave your heating on but set the thermostat on a low enough setting so that the house doesn't get frigid and freeze the pipes.
To keep water pipes from freezing and bursting and causing damage to your home you should set the thermostat at 50 F so that the furnace or other heating source can keep your home warm enough.
If you turn your heating completely off while you're gone away from home your furnace or other heating source will have to work twice as hard to get your home warm again.
Never turn your heating completely off during the winter unless you want to pay for a plumber or pay for more damages to your home due to burst water pipes.