I have a Heil furnace that won't stay lite.
I have replaced
Aced the pilot assembly and that hasn't worked
What do you suggest

You can review the stickies HERE. Dirt in gas orifice, thermocouple, no signal from gas valve to the assembly heat sensor not properly aligned. Improper air flow..

https://www.youtube.com/watch?v=o3rfqQ0fgjw

https://www.youtube.com/watch?v=PiCmfW1rTRY

Easy to see why repair techs make the big bucks.

The worst thing you can do is just start replacing things. Could be a roll out switch, a hi limit switch, a bad thermocouple. Heil makes a lot of furnaces. IS there a control board with a diagnostic LED? Must be fairly old if it has a pilot.