We had a similar problem - in essence the pilot flame was too weak (a year's worth of accumulated junk in the pilot after some building work, with associated dust etc).
Basically cleaned out the pilot with a bristle from a wire brush and then turned up the pilot gas pressure a little - slightly more noise from the pilot, but now fires up every time. Previously it got so bad that the windows in a different room rattled!
Regrettably now thinking about pensioning the old thing off - it doesn't really have enough output to run our house at anything like a sensible (wifey-related) temeperature... and I guess it probably costs more to run than a new one. A pity though, since there's nothing in it to go wrong!
JG
January 2010