Apparently this is cheaper/more energy efficient than turning the system off at night and starting up again in the morning. They say this is even more true with a heat pump as source. Anyway, now that we have improved the insulation of our home, even early in the morning on a freezing day the room temperature is still quite comfortable. So we have reprogrammed the clock on the thermostat to raise the temperature even later. By that time the sun has come out in force (we have huge windows facing South East), even in winter, and the heating system no longer comes on until the evening. Insulation is the key, for energy conservation, but also for comfort.
In our case we have floor heating, but also a few small radiators, and they respond much faster. If you bury the heat lines deep into the concrete the system will obviously be much slower than when you have them closer to the top.