I have a lennox pulse 21 And if i set the thermostat to auto the unit kicks off after a min and the limit switch goes over 200. But if i keep the fan on the unit works fine.

Could be a bad blower motor resistor,mounted by the blower.

Have seen a rash of faulty blower time delays in lennox equipment. Lennox has a recall on one currently, not sure if your system is effected but it can be bypassed if in fact the problem.

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Most T-Stats have a On / Auto on a forced air system. On means the fan will run all the time even if it is not calling for heat. Auto only runs when calling for heat. Does the fan turn off in the auto mode at all? To test it...BE SURE THE FAN IS IN THE AUTO MODE ON THE T-STAT... Turn the thermostat all the way down and keep it there for appox 15 mins. If it is wired properly and the fan limit is set properly the fan should turn off. If it doesn't it is not the thermostat were the problem lies.

Most forced air units have a fan / high limit switch. There is a setting on the switch for the fan to turn on and a setting for the fan to turn off or it has a setting and a differental switch for it to turn off/on. Example - the fan comes on when the temp in the heat exchanger reaches 110 degrees F and will shut down at 95 degrees F after the thermostat is satified...this would hav a differental of 15 degrees F. It may be set to low and the fan continues to run long after all of the heat has been removed from the heat exchanger. This in turn will cause cool air to be coming out of the registers.

I want to give a simple explanation before I go any further. On the heating side of a unit even though tthe temp has satisfied the thermostat, the fan will run until it cools down the plenum where the air flows from the air handler. There is a bimetal switch called a fan limit that operates the blower when the plenum reaches the temp set on the fan limit switch. Now if your fan keeps running even after the plenum chamber has cooled down, then you could have a fan limit switch that is stuck in the run position and must be replaced in order to correct the problem.

the next thing you should do is take the green wire off of the t stat that will rule out the t stat then next you should check the fan relay thes units have a fan relay and do go bad

Expensive is relative, service calls are never free. But if you have an idea what the problem is, you are armed against an unethical service company. Now to what you describe, could be a couple things, first let me explain the difference in fan speeds. Furnaces that both heat and cool have multi-speed blower motors. High speed is for cooling and lower speeds are for heating. The fan switch at the T-Stat turns on the high speed fan relay. The lower speed fan is turned on by either a temperature activated switch (silver box mounted on front on furnace above burners) or a time delay relay which is solid state. That being said, your problem could be a defective fan switch or one of your blower motor windings has gone bad. Most motors have 3 or 4 speeds and a technician could just change speeds and all would be good. A fan/limit switch is not so expensive that you would replace the unit. Bottom line, unless your really handy, a heating company is in your future. Good luck and please rate my answer if it was helpful to you.  

If it is an older model unit, there is a switch called a "Fan/Limit" switch. It functions like this: When the burners come on, it heats the switch and fan comes on. If fan fails for any reason, switch continues to heat and then turns everything off as it exceeded a safe limit of temperature.
These are pretty generic and can be purchased from any HVAC shop but most to not sell to the public. You may try W.W. Grainger. They might have one.

Hope this helps

The thermostat is the controller.

Check your thermostat anticipator setting. If you dont know how to do this don't try on your own or you may damage your thermostat.

This could be a couple of things, first is the fan limit switch. Make sure your fan limit is set at the correct settings, there is a fan on setting and a flame shut off setting located on the front of air handler inside the front cover. Usaully set at 140 fan on 200 gas shut off. You do not say what unit you have so this could be a pc board or module. Second this could be the blower it's self over heating and shutting down, feel if motor is gettig hot. This could be a run cap. or motor it's self. But it is more than likely the limit switch.