Hi Sooty
Are you sure, it's not the thermocouple?
When I have had the pilot light go out, it has been the thermocouple (a small bullet like copper thing with a copper wire 1ft, connected to a nut)
This feels the temp of the pilot and so allows gas to burn, if the thermo doesn't get to the correct temp, it automatically switches off the gas so you don't get a big bang!
You could replace it yourself, it's not difficult, and they are under a £5!, I paid got the bit from a plumber and the tw@t charged me £40
Hope this helps,
Wilse