Gas fired hot air heating system doesn't work properly

I have a gas fired hot air heating system. The pilot stays on but the burner never fires when the thermostat is turned up above the current room temperature.
What should I look first?
CJ
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CJ wrote:

Probably in the Yellow Pages for heating service, or your gas company. Seriously.
Could be anything from a closed valve, to a thermostat/wiring problem, to a stuck solenoid valve.
Probably time for regular service, anyhow.
HTH, J
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CJ wrote:

It's probably the solenoid next to the gas inlet pipe. You can check that easily by using an ohm meter to check for continuity in the solenoid. You'll probably end up repacing the whole gas valve and it might be time to consider a new furnace.
Pj
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