"Does it get really expensive if the auxiliary kicks in?"

Yes, you should have a set-back thermostat that you can program to recover without turning on the back up.

Art, if your system is properly sized and your house even reasonably insulated the auxilliary should not kick in. We have the strip heater on our Climatemaster turned off at the disconnect- the only time we turn it on is when we leave town during cold weather, so that if our well pump (which supplies our open loop Tranquility 27) should fail there would be heat to prevent pipes freezing.

We set our thermostat at one low temperature (65 F) and leave it there- I personally doubt that a set-back is that useful for people who use the house throughout the day, although if the house is vacant for 12 hours daily it would be a different story. I should point out too that we live in a stucco over tile block house with lathe and plaster interior. There's a fair amount of thermal mass that we don't want to allow to cool down too far!

Overall I've been quite pleased with the system, and hope you are also with yours.