I have had a few stubborn pilots in my time. I have found that usually it is the orientation of the knob of the gas valve. It has to push down and possible a slight twist back and forth will let it go on down a little further? It has a separate chamber that has to open for the pilot to have gas.
To find the correct spot turn the knob to off. Begin turning the valve to on while pushing down slightly and you feel it wont push down any more. The first spot you come to that allows you to push on down wiggle the knob back n forth as you push down. If it doesn't lite now you may have a faulty gas valve, or the pilot burner, or orifice may be stopped up. Try compressed air to blow out all around the pilot area and try it one more time.
This is often the problem with valves over 10 years or so old.
One more thing; I have only seen this problem a couple of times but some times a main gas valve (the cutoff or gas cock) will look on and be broken. Make sure you have gas at the valve before you decide to replace it. Other wise a new valve will do the same thing.
If this gas valve is on LPG do not replace it with anything but an LP gas valve.
Farley Redfield in the Great State of Confusion OKlahoma, March 2009