Gas and Oil Home Heating Furnaces - Still no pilot light

Please help if you can. I've replaced the thermcouple on my gas fireplace. The pilot light won't stay lit. There is a strong, blue flame hitting the thermocouple under bypass mode. I've checked all connections and they are clean and tight.
Is there anything else I can try prior to calling a tech?
(Barring that the brand new thermocouple I purchased is faulty)

Is the T/C up all the way as it should be? Is it red hot?
You say blue flame on the pilot . Did you check and clean the pilot venturi when you had it out?

Hey Ed,
Thanks for your tip. I removed the veturi (part the pilot light flame comes out) thoroughly. Even looked at it through a magnifying glass and can see the hole has no obstructions. The flame looks the same even blue as it did before. The TC does not appear to be getting red hot. (turn the lights out)
Could both my old TC and this new one be faulty? I am begining to think not.
Any other suggestions?

Thanks for your help.