First, keep up with changing furnace filters. Do it every 90 days if you have no pets, every 60 days for pets, and every 30 days with a HEPA filter if someone in your household suffers from allergies. When you don't change your filters on a regular basis, particles accumulate and slow airflow, resulting in less efficiency.
Second, clean your burners every three months. After turning off the furnace and closing the gas valve, disconnect the burners and wipe them down. At the same time, clean the flame sensor, which detects whether the pilot light is on. Remove it and wipe away any dirt with a cloth.
Third, beginning at the shut-off valve, inspect the gas line for signs of leaking, such as a hissing sound or the distinct smell of propane. If you hear a hiss or smell propane, turn off the main valve and contact a professional right away.