me vs. my furnace

i have been having a fight with my furnace for a couple years now. actually, ever since i moved onto the place i live. usually its not a big deal because i like it to be a bit cold in my place. if its fifty outside i see no reason to turn on the heat, id rather just grab my fleece. the point is, if its cold enough for me to want to turn the heat on, its pretty darn cold so i really wont the heat on. anyway, heres the story:
my furnace always has a problem with being turned up. i usually keep it down around 62 during the night, and im only awake for about a half hour before i leave for work. so, the only time i ever turn it up is in the evenings, and even then i only turn it to about 68. here is the problem- my furnace does not know how to follow orders. i turn up the thermostat and it kicks on, but after about a minute of blowing it decides 'that aught to do' and shuts itself off even though my thermostat is set at 68 and the temp in the room is still only 62. this frustrates me. if i pester the furnace enough it will sometimes play along and actually get up to the temperature i want, but then it gets me back at night. when i turn it back down to 62 it will decide 'screw you!' and just take the night off and ill wake up with a house thats 53 degrees! (im a little bitter, because thats what it read this morning...) and that can make for a really cold start of the day. sometimes i can trick that little bugger into working, but it never stays tricked for long. does anyone know a heating guy who works for cheap?
oh, another important lesson i learned: yelling at inanimate objects doesnt help. i know, im shocked too...