Thanks for the comment! Some more words about my plan.
I have a water based heating system in the garage (pipes in the congrete floor). My plan is not to use thermostats but rather control the water temperature based on the outside temperature. I know there are commercially available systems for this but I want some more 'intelligence' in the control system.
The reason to have an SD card is that my computer is powered off most of the time so a card is preferred. Also, this might evolve to include even a house alarm, which should work even when the mains are off.
I will look at the different wireless options. The Synapse is definitely interesting.
The reason I am inclined to using Mega is the amount of I/O. If I want this to serve as an alarm as well then I will need a lot of sensors connected. Was your recommendation a price issues or is there something else I missed?