Hmmm. That should have lit the main burner. And you say the thermostat is ON as usual... something else is killing power to the gas valve in that case. are you sure you rotated the gas valve knob back to the ON position? check that, its easy to misread the pointer.
Do you have an electrical tester? My guess is no... I will advise for now on how to diagnose the problem without one.
Try the following and get back to me:
Pull the plastic cover off of the thermostat, if it is an OLD thermostat, with NO mercury bulbs in it... it will have a big spring looking thing inside, attached to a tiny set of electrical contacts...those will be very low voltage as a rule...if they are low voltage take a finger nail file and clean them up,,, if the gas comes on, that was the problem.
If there is no such issue with the thermostat, then follow each wire (2) from the gas valve until it runs into a control of some sort, probably a high limit controller, press the red button on that baby.
If the furnace starts it was off on the high limit... if it goes off again on that switch it willl be a defective fan, real dirty air filter, or bad high limit switch... act accordingly.
Good luck, if this set of answers and diagnostic instructions helped, please click the 'accept' button. then post back if there are any other issues, I will be glad to help further, Phil
Edited by Phil on 3/16/2010 at 5:28 AM EST