Getting an indoor thermostat for central heating.

[Glittertwins]

Hi,
Our gas central heating is not controlled by a single indoor thermostat but by individual radiator controls in each room.
Last winter, both DH and I felt the house was never actually warm and couldn't seem to get the heating right.
Is it better to have individual rad controls or would it be better to have a single thermostat so that we could set it to 20C for example? If so, how do I go about getting one put in - do I need an electrician or a gas certified person?

Thanks piglet - think I'll have to get a heating engineer out to discuss. DH is quite competant DIYer and could probably manage the installation, but I think to get the maximum financial benefit, some expert advice might be required, as we do have a fairly large house with complicated heating requirements!!!