If you have a three wire pilot assembly that sparks to ignite you pilot it is possible that the bi-metal strip in the switch is not working properly. When the unit calls for heat it sparks and the pilot lights, the pilot then heats the strip and when hot enough set of points make and it energizes the gas valve, the gas valve itself has another heat strip in it that as it gets hot enough it opens the valve and the burners light. It is possible that one of, or both are not working as they should. Both of these items are rather expensive so I would not change them until I was sure that they were the problem. Remember this only applies to the pilot that uses the three wire pilot.
I just got my butt chewed out for not asking a person if his furnace uses LP gas, so does your furnace use LP gas?