My thermostat is near our air return but is at least 4 degrees off,
We have gas heat, (which we don't like). We have changed the thermostat a few times but it doesn't help.
Your thermostat is supposed to be no more than 10 feet from your thermostat. That way is measures the average mixed air temperature of air coming back from all parts of your home. The thermostat has an adjustment for accuracy that is made in different ways depending on the manufacturer. Any HVAC tech can correct that 4 degree error quickly. It sounds like there may be an issue other than the thermostat. Have them check your anticipator, the setting of the fan and other items. What's the thing you don't like about your gas heat?