Depends on model of course. First, I would check thermostat is working - without a volt-ohm meter, try having someone turn the thermostat setting up higher while you stand by the furnace - usually (there may be exceptions but I have never hit one) you will hear a solenoid click as the unit tries to turn on, even if the fuel valve does not open. Also, if you change the thermostat switch (assuming multi-function here, not just a meercury switch) to FAN the blower in the furnace should kick on, showing the termostat is at leat communicating with the furnace.
Of course, check the thermostat settings - many units revert to a factory default or will not work at all if the batteries have corroded or gone dead.
Those aside, probably the most common is ignitor failure, and around 8-12 years is a common lifespan for the ignitor. If you don't hear the ignitor snapping that is almost certainly the problem.
Thermocouple going out is also a VERY common cause of this failure - unless the thermocouple is providing the right voltage (very little - millivolt range) the gas control valve will not open.
Heating and A/C is of course the Search the List category to find well-rated and reviewed vendors for this repair.
