Can't say I've run into a thermostat with built-in occupancy sensor. Thermostats typically don't get mounted in locations suitable for detecting occupancy. It would be pretty easy to interface, though, since most occupance sensors give a nice dry contact output which can be used to break the thermostat R wire if it's an electromechanical type.
Some electronic thermostats come with an auxiliary input connection for an occupancy (or time-of-day) input. You'll have to search around, though.
Major occupancy sensor makers: GE Security, Honeywell Security, WattStopper
Major thermostat makers: Honeywell, White-Rodgers, Hunter, Viconics, and many store branded types from Home Depot and Lowe's
Good luck! Let us know what you come up with for a solution...
