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The Minecart with Furnace can be used for long trains of minecarts, but requires overcoming some big constraints if you want to take it long distances and be able to turn and follow terrain. A topic about which there are very few video tutorials, even when it comes to conventional chest minecarts on powered rail โ those also have some hard-to-solve constraints, just different constraints.
Those constraints are why you would consider the furnace minecart. It solves the problem of worrying about individual minecarts hitting a mob, bouncing off it and hurtling full-speed in the reverse direction. That will never happen with a furnace minecart in the back of the train. Alas, you cannot combine the two and get the advantages of both, because a furnace minecart will not move any faster than 4 m/s which means it will eventually fall behind far enough to leave render distance.
This tutorial is written for a train that begins with a furnace minecart and ends with another furnace minecart. Other configurations have their own challenges.
The problems (arising from innumerable bugs):
Some solutions for ascending and descending terrain may involve a redstone contraption called a "rail lift", i.e. an elevator for many minecarts at the same time[2], or possibly a pair of Nether portals to send the train to a different y-level.
Vertical flying machines are a piece of the puzzle. You can find some in Tutorial:Flying_machines/Java_Engine_Gallery.
For a proof-of-concept, User:Nerefir has made an almost practical 2-way rail lift (but we all know what "almost" means in redstone), not yet documented.
Some lessons:
Many issues arise from the buggy "shunting" of the furnace minecart in the front.
So why not remove it and have only the rear furnace minecart? That avoids many bugs, but one bug you now have to deal with is that every time it bumps into a minecart in front, that can accelerate that minecart to very high speeds, enough to get so far ahead that it leaves render distance and derails. Though the derailment issue might get fixed by Minecart Improvements?
Untested idea: maybe install a barrier every 80 blocks (=5 chunks simulation distance), preventing any stray minecart from getting too far ahead. Let some detector rails open the barrier when more than a handful of minecarts have passed, or when a tripwire or sculk shrieker detects a player.