Yes, that's a good one. Can even be automated to some extent using smart thermostats. Water heating too. Even without the thermal storage element though, there are lots of loads than can be shifted using a financial incentive. Clothes washing and drying is a good one. Electric vehicle charging too. Even if they aren't used to feed back into the grid, just having people charge when power is plentiful will make a big difference as more electric vehicles are added to the system.
Electric vehicles are really the best option IMO - as long as it’s fully charged in the morning when it’s needed, most drivers won’t care if it charges at 9pm or 3am.
I’m less certain about the other things - not many people will eg. put off a load of laundry to a less-convenient time to save 21 cents. And if my partner is too hot because the heater has been running for 30 minutes I really do not want to have a discussion with her about “thermal storage” :)
IMO the better application of the heating ones would be to have people opt-in to potentially having their heating or air conditioning disabled for short periods of time if necessary, but even if it isn't, they get a credit each bill. If there's a spike though, the power company could shut off those circuits remotely, freeing up some room. It would just be used for smoothing of short-term spikes.
This is pretty much the worst implementation of this idea. Nobody is going to be happy stuck in a 85F+ house with no way to cool it. It is also seriously dangerous to just shut off heating randomly. The credit would have to be impractically large for people to participate voluntarily.
It is so much nicer to cool/heat pre-emptively. The power company has a very accurate view of what the next 12-24 hours will look like. If they know The sun will be shining bright and there will be an excess of solar energy, they should crank up people's AC so that they don't need to draw as much power later in the day. This way we smooth the demand curve without letting pipes freeze or giving people heat stroke.
No one is getting heat stroke from having their AC shut off for a few minutes. I'm talking about short term spikes. I don't think many people are going to want to be freezing in the morning to avoid using power when the sun's up later in the day.