First and foremost, I am no expert (though I do have a boiler license), but had to learn some painful lessons on my own after having an apartment boiler replaced by a disreputable company. I replaced oil with gas, so computing fuel use comparisons was serious math, but like you I was dissapointed with the "improvement".
Anyhow--YES, hot water cast iron boilers DO need return temps over about 140F, but this gets fairly complicated because of boiler sizing, radiation type (baseboard, etc), and many other factors. The first question may be sizing...
If your boiler has a bypass pipe (and it probably should) then supply and return water are mixed to raise the temp of returning water to the needed 140 +
I wouldnt advise the anticipator approach, it isnt really a good solution.
Generally speaking, it will be PIPING that needs to be changed if you dont have a bypass. Resets don't fix the root problem.
I suggest a visit to:
These guys are SERIOUSLY obsessed with heating, and very knowledgeable and helpful. The get a little tired of the same old Q's though, so read the archives and then ask questions.