We have a Drayton Digistat 3 Thermostat which does what you want - but that exact one has been discontinued. I believe the Digistat +3 is meant to do the same thing, but you'd have to check.
You just leave your main controller set to "On" and totally ignore it.
Then you can set the different days/times/temperatures on the thermostat. Ours has 4 periods per day, so you can have different temps for -
overnight
getting up in the morning
all out during the day
back in the evening
And you can have different times for weekends than during the week, or even set each day differently if you have an odd pattern on different days.
It is absolutely wonderful!