Second only to the buzz you get from making real-time temperature measurements with your raspberry pi, turning on relays has to be up there! When they are controlling actual fans, boilers and valves then the rewards keep coming, on a daily basis.
A polite warning here. Doing real work in the home will involve messing with mains electricity. Please please please get a professional or competent person to install the necessaries if you are at all unsure.
Connecting relays to the pi is even easier than sensors. there are some gotchas to watch out for, but a quick search on google/amazon/ebay will return plenty of sources and information. The type I favour come in single/dual/multiple banks and are opto-isolated, so cooperate nicely with the 3V output from the pi. They need 5V and Ground connections, but apart from that should be quite straightforward to interface. Here is my development setup:
When you have your relay connected you can install the necessary software. This is described in the next post.