I have an Ecobee 3 Lite. It is wifi, Alexa, and Google enabled. It also has a humidity control built in, letting you set a max humidity allowed before the AC turns on to remove it. It also have the rest of what you expect in a thermostat (vacation mode and such).
It keeps its setting after a power loss. For my Internet router, I have a UPS to keep it running for 2 hours worth of power loss.
https://a.co/d/9ckyc1R