I can not get any power to the new unit if I hook it upthe way honeywell says too. If I put 24v straight to the th-w terminal it works but is not controllable with the tstat.

The Honeywell S8610U Universal Intermittent Pilot Gas Ignition Control should not be connected directly to the 24V AC transformer. The transformer secondary unswitched leg connects to the 24V GND terminal on the S8610U. The transformer secondary switched leg goes to the thermostat and returns to the furnace via the "W" (gas valve) terminal, through the furnace high temperature limit switch, then to the S8610U's other 24V terminal. You need to be sure that the thermostat has good contacts, so that it passes the 24V AC power through when it switches "on", and the high temperature limit switch contacts are good. The high temperature limit switch contacts should read as a dead short a room temperature. In some furnaces the thermostat may control a relay that in turn supplies power through the high temperature limit switch to the S8610U module. If so, make sure the relay switches when the thermostat calls for heat and that the relay contacts are closing properly. Since there are several switches in series, you need to be sure each one is operating properly for power to get to the S8610U.