Is it safe to store paint in a furnace room?
If your paints will be in close proximity of the furnace I wouldn't do that.  If they are in the same room and the room has ventilation but away from furnace I would go there.  

I wouldn't store anything like this in the attic for sure.  Unless your attic is somewhat finished and you go up there all the time I wouldn't.  You don't want cans spilling or issues in a place that could affect house and really in a place that you don't keep track of.  That is why I would throw them on shelves in the garage if the attic doesn't work.  If your garage is attached for the most part you shouldn't have many days in there below freezing and almost none that go below the paints freeze point.