Good idea.
I assume you have one of those with a switch on the bottom and a thermostat slider on the top (or is it the other way around - can't remember). If you could open the case you might be able to solder a pair of wires onto the contacts of that on/off switch, then take the wires to where you want them and fit another switch in parallel. That would mean you could turn on the furnace from the other location, but you'd have to remember to ensure both switches are turned off in order to shut the furnace down again.
Steve.