Most non-living agents have the ultimate goal of serving living systems. E.g., a thermostat has the proximate goal of stabilising temperature, but the ultimate goal of keeping humans warm.
I don't see in what possible sense you could say that thermostats have the goal (ultimate or otherwise) of keeping humans warm. I believe you will find that most of them will keep heating rooms with complete indifference whether humans are there or not. Honestly, depending on how narrowly you define "a thermostat", it's not clear that it even has the goal of stabilising temperature - it may well only have the goal of responding to certain inputs with certain outputs in a particular pattern (it will generate the output responses and be perfectly happy even if it's not attached to a heating system).
3rd May 2014: I no longer hold the ideas in this article. IsaacLewis2013 had fallen into something of an affective death spiral around 'evolution' and self-organising systems. That said, I do still hold with my statement at the time that this is 'as one interesting framework for viewing such topics'.
I've recently been reading up on some of the old ideas from cybernetics and self-organisation, in particular Miller's Living Systems theory, and writing up my thoughts on my blog.
My latest article might be of interest to LessWrongers - I write about the relationship between life, purpose, and intelligence.
My thesis is basically: