The furnace works fine cycling every 3-4 degrees in the winter. But, for some reason when the burner has to work longer say 5-6 degrees it wants to turn off the burner and leave the fan running. Sometimes in the middle of the night it will do the same thing so it's not always when I come home to turn up the furnace when I had it schedule lower.
I replaced the igniter, high limit switch, the high water switch, I had build up in the incoming pipe of frost but that isn't my problem. I take off the black hose pieces to the switches and blew in them. What's up?

It might be going off on limit due to insufficient air flow. This is a very common problem.

You changed out parts without properly evaluating your thermostat settings? That's expensive. I assume you have a programmable (you said "scheduled") and every time you manually reset it you may be changing the program for 24 hours. Another factor is the actual inside temperature as relative to the outside. Refer to your owner's manual about setting and overriding the programming. What's the make and model number?

Did you change those parts yourself? Were there any error lights on the control panel? Just trying to get a feel for your troubleshooting methods.