1. A thermostat, comprising: a housing; a user interface including an electronic display having an active display mode and an inactive display mode, the active display mode generally requiring substantially more electrical power than said inactive display mode; a processing system disposed within the housing and coupled to the user interface, the processing system being configured to be in operative communication with one or more temperature sensors for determining an ambient air temperature, in operative communication with one or more input devices including said user interface for determining a setpoint temperature, and in still further operative communication with a heating, ventilation, and air conditioning (HVAC) system to control the HVAC system based at least in part on a comparison of the measured ambient temperature and the setpoint temperature value; and at least one sensor configured to detect a physical closeness of a user to the user interface of the thermostat, the at least one sensor being in operative communication with the processing system, the processing system being configured to cause the electronic display to be in the active display mode when a closeness threshold has been exceeded; wherein said processing system is further configured to automatically adjust said closeness threshold based at least in part on a historical plurality of physical closeness events as detected by the at least one sensor.