If you've done any basic electronics before it would be relatively straightforward. I didn't follow any specific guides, just spent a lot of time reading the datasheets for components that sounded like they might work. My ESP8266 is connected to a GPIO expansion board from Adafruit over I²C, which controls 3 TRIACs through TRIAC opto-isolators. HVAC control wires use 24VAC so TRIACs are the silent option for switching, although relays would have probably worked just as well. After that I just programmed the ESP8266 in Arduino to listen to the MQTT broker on my network to send the values from its temperature probe (also an I²C board from Adafruit) and receive commands. It also has a basic thermostat mode programmed in if it stops receiving commands for too long.