How can i figure out which wires go where, if the colors at the furnace don't match the thermostat?
If the wires from the old thermostat to the furnace are not the same colors at each end it seems to imply that there is a cable splice somewhere along the run where someone did a hack job of the splice work. 

All is not lost however. You can figure this out fairly easily though. Start by disconnecting all the wires at both ends. (You may want to document the colors to terminals at the furnace end before you go and remove them all). Then get a temporary wire that you can run loose through the house between the two end points. Now temporarily connect the loose wire to each of the thermostat wires in turn and at the furnace end use a multimeter in "ohms mode" or a continuity tester to find which one of the furnace connection wires shows a connection back through to the end of the temporary wire. Write down the color relationship for a permanent record and for use in aiding you in connecting up the new thermostat.