I replaced the thermostat, but still not working. Blower works but no heat. How do I check the ignition control unit which I think cost around $500, Yikes !

This is a situation where I believe it would save you money to get a professional opinion before you sink more unnecessary bucks into it buying parts that are not bad

Usually you can power the igniter if the top surface igniter if you have one that spark you can take ohmmeter and check the transformer for connectivity
john