A furnace may run frequently if the house is not well weatherized or if the thermostat turns on the heat too near the set point. If the furnace fan runs constantly without heat, it is usually due to a bad fan switch.
Weatherization helps reduce thermal exchange with the outdoors by insulating and reducing energy leaks. Poor weatherization means the furnace runs more. Most modern thermostats adjust to turn on the heat when the temperature hits a certain temperature below the set point. Usually, it should turn on at 1.5 or 2 degrees below the set point. If the gap is too small, the furnace cycles rapidly.