Water heater pilot not staying lit
You should test the output of the thermocouple with a multi-meter to confirm that the replacement is working as expected. 

An 8-year old heater would have an "auto-reset" thermal cut-off switch built into the pilot assembly, to protect the burner compartment from overheating, these can go bad. Was that replaced when the thermocouple was replaced? For modern heaters it is recommended to replace the entire pilot assembly, not just the thermocouple.

You should be able to purchase a replacement gas control unit for significantly less than a new heater. My heater is 16 years old and still going strong, 8 years is not necessarily "end of life".

Check out this tutorial : Water Heater Service Training