Hi there oakman is it a hissing sound you hear or more like a buzzing sound and does it last a few secs, or longer, it could just be that there is a loose connection somwhere and what you are hearing is electrical arking,which will need to be remideed asap. First of all switch the central heating spur of then take the face of the stat and check the cables to see if they are tight and if you see any brown discoulering on the terminals then they have been arking and it is best to replace the stat if not then the internal wiring might be arkng and again replace the stat. As gasman said they are a very simple job to replace especially if you can get the same stat, if you cant then there are only 2 or 3 wires in them and an earth wire normally and the new stat will come with instructions and are quite cheap to buy.
if you have any probs post back on here and will help you out..............