Most thermostats utilize low voltage and are unlikely to deliver a harmful electrical shock, but it is still best to shut down the power through the breaker box before attempting installation of a new thermostat. Circuit testers can determine whether the thermostat is receiving electricity following the shutdown.
When installing a new thermostat, it is ideal to first consult building and electrical codes before following the manufacturer's instructions. In some cases a permit may be necessary. Licensed electricians can offer advise and diagnose any problems with existing electrical connections.
Installing a thermostat during warmer months can reduce the risk of cold, since the furnace and air conditioning lack functionality for what could be an extended period in this process. Other advice includes labeling the place of every wire and taping wires to the wall so that they do not lose their position.