[bluGill]

Many grids do have this for normal residences, but it only covers your air conditioner not everything (and maybe water heater). By running your AC on half duty cycle all day your house still stays cool enough and they are able to reduce substantial peak demand. For most people HVAC and water heating are the two biggest demands, and also ones where simple management can result in a substantial changes in demand without affecting your comfort.

[badtension]

Making thermostats that are aware of dynamic energy pricing or, better yet, are in part controlled by the energy company (I want my house to be 21-24 C, I don't care when the cooling happens) would give us massive flexibility.

All power hungry devices should at least have that capability (maybe other than the kettle, lol). This is literally a cost of $20 hardware in many cases.

[bluGill]

In most houses the HVAC and water heater are the only devices that the user can accept not being in full control. Everything else is like the kettle: when you turn it on you want it on now.