We turned the water off to repair my shower. I checked the water heater and the pilot was out. I followed the directions and got the pilot light back on but it wouldn't stay on. So we now have no hot water. What do I do?

You DID follow the lighting instructions to the letter, right? Without knowing what kind of gas valve you have I would guess that you didn't hold the thermocouple 'bypass button' or gas control valve knob down long enough. That thermocouple must be hot before you can release the button/knob. I would question if the thermocouple is any good next. Could also be a bad gas valve. Could also be something you inadvertently did when turning things off. Check EVERY valve and switch.