These are the four brands of ‘smart’ line-voltage thermostats that I’m aware of:
Mysa (Wi-Fi)
Sinope (Mi-Wi?, Zigbee)
Stelpro (Zigbee)
Caleo (Wi-Fi)
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All cost more than a comparable non-smart, programmable line-voltage thermostat (easily double or triple the price).
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MySa and Caleo require no hub because they communicate via Wi-Fi and use your existing Wireless Access Point (WAP; namely your existing Wi-Fi router/modem/whatever).
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Sinope and Stelpro use Zigbee so they require a Zigbee coordinator (hub). Theoretically, it should work with any Zigbee coordinator (theoretically). Stelpro also offers their own hub which looks like a thermostat.
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I’m not very familiar with the details of Sinope’s “Mi-Wi”. Because it uses its own hub that they refer to as “NeviWeb” I assume it uses Wi-FI but creates its own, private WAP for communications with their Mi-Wi line of thermostats. FWIW, I believe there is a custom component available to support NeviWeb.
I prefer “true” programmable thermostats. In other words, after you set their schedule, it is stored within the thermostat so it can function independently of any ‘central controller’. For example, if Home Assistant become unavailable for any reason, the thermostat continues to execute its locally-stored schedule. This is more fault-tolerant than a thermostat that is ‘remotely-controlled’ by a schedule residing elsewhere (in a ‘central controller’).
I know Mysa stores its schedule within the device and I believe so does Caleo (confirmed; they use a cloud-service to create a schedule for the thermostat and store it in the thermostat). In contrast, the Zigbee version of Sinope’s thermostats does not. Effectively, it is a non-programmable thermostat that receives its orders (when to turn on/off) from a controller (Home Assistant, SmartThings, etc). In Stelpro’s case, they offer a central controller that retains the schedules of all connected (via Zigbee) thermostats.
Given my preference, namely maintaining a local schedule, I lean towards MySa. However, I also prefer traditional-looking thermostats so that means Caleo. However, MySa supports HomeKit so that would be the way to integrate it with Home Assistant. As for Caleo, it doesn’t support HomeKit and I don’t believe anyone has created a custom component for it.
NOTE
The significant premium demanded for a ‘smart’ line-voltage thermostat may be hard to justify for anything more than convenience. For the average residential application, a garden-variety programmable thermostat (< CDN$40) provides the best bang-for-the-buck, minus the convenience of remote-control.
For example, MySa currently sells for CDN$140 and it will take a long time for it to save you $100 in heating costs (compared to using a properly programmed, non-smart thermostat). Much longer if you live in Quebec or Manitoba. From page 11 of Hydro-Quebec’s Comparison of Electricity Rates (PDF):