Answer
Turn your furnace off completely.
Work Step by Step
By doing this, you lower the temperature difference between the house and the outdoors. By Newton’s law of cooling, this lowers the rate of heat leaving your house, and your furnace will use less fuel while you're gone. In other words, heat leaves faster from a very warm house than from a not-so-warm house.
However, will more fuel will be used to reheat the house later, than would have been used had you kept the house warm the whole time? Nope! Replacing the heat lost in half an hour by the house, when it's at a lower-than-average temperature, takes less fuel than maintaining the house at the normal high temperature for half an hour.