I've always figured that it didn't really matter where the temp knob was set as far as mpg and warm-up time; I thought if the blower was off it wouldn't exchange enough heat to really matter. But then, I didn't have the instrumentation to really check it out either.
The difference in warm-up time between heater control cold or heater hot can't be much, can it? And after the engine is warm I don't see how heater control knob position can affect mpg at all.
However I can see a negative mpg effect from the alternator load increasing with higher blower settings.