Thermocouple keeps burning out. Looking at 1 or 2 within 2 week period ! Tried different brands, the pilot will only stay lit for 3 minutes then automatically shuts down.
This is not necessarily a thermocouple or a gas valve problem, but possibly just a matter of cleaning or adjustment. Thermocouples generate an extremely weak current which can just barely hold the gas valve open under normal circumstances. If you recently replaced your thermocouple, odds are good there is a tiny bit of contamination between the new thermocouple contact and the port on the gas valve where it makes an electrical connection. The contact between these two needs to be very clean to work reliably.
To burn out a new thermocouple in 1-2 weeks, the gas to your pilot would have to be set much too high and/or the position of the thermocouple would need to be very wrong, and even then I doubt it would fail so quickly. If you have doubts about what is wrong, your best bet may be to call a professional.