I've had a Nest in long-term testing since last summer (review soon) on a Trane dual-stage furnace and A/C, and so far it's been trouble-free.

If heat is cycling on and off, chances are it's an issue with how the unit steals power from the heating circuit to charge its battery. The typical solution to that is to feed the Nest with a dedicated power connection from the furnace (just requires a cable with enough conductors).