I have been trying to find a Thermostat for my Multi-Stage Heat Pump which Displays when the system is operating on high or Low and also displays if it is running on Aux Heat. Can anyone recommend a Thermostat that does this?

Look at Honeywell here

Catalog (http://customer.honeywell.com/honeywell/UI/Pages/Catalog/ApplicationCategory.aspx?Catalog=Homes&Category=Thermostats_102&ChannelID=%7b2EB2F178-20ED-44E0-97FB-CCFB4218DD64%7d)