I forgot about mine, the one time it wouldn't light it turned out there was some dirt in the end of the little pilot and it wasn't burning enought to heat the thermocouple. I found that out of course after spending the $79 on the thermocouple and then noticed the flame wasn't even hitting it. The fix was poking a paper clip in the end of the pilot to clean it out.

Our new house has a 1995 model furnace with no pilot light so it has less to fail. The house is the same size but going from the old 70's style furnace with a polit to a newer 90's style we use about 1/2 the gas.