MGG 793 John's GoControl thermostat
You guys made a point about Nest using phantom power to power itself and this being a unique feature of Nest.
While that may be true, my experience has been that even though the builder's special thermostat that comes installed in most houses might only have two wires connected to the thermostat, often there are more wires in the cable, they are just tied back neatly and hidden in the wall by the electrician. Gently tug the wires out of the wall a bit, and see if there are more spare conductors there to use. If so, you will still probably have to tie one of the spare conductors to the control board of your furnace to get power on the C wire (read your furnace manual for how to do this).