Pyro is the most fun class out of all of them, well it was before Cinder wall got nerfed about 60% there is an alternative skill Tree to pyro that allows the caster to Wield STR items and armour, Cinder Blade this class Tree does as far as i know the most dmg in the game.
On my toon i was wielding 2h weap as the dmg was far superior to 1h with shield.
Burning Arc ( melee attack does dmg via str with added fire dmg)
Lava field (adds weakness to fire meaning burning arc is x3 stronger)
Thermal screen (absorbs DMG proportion to your HP)
Phoenix (revives you after death if maxed full hp and mana are re gained)
Burning Focus (critical chance)
charging Focus ( each critical you make adds a buff for dmg multiplier)
Flame conversion ( adds more STR)
Veng flames (when your hp drops below certain point you do even more DMG+atkspeed + movement speed)
Space divider ( Teleport, its either this or Veng flames teleport helps loads in pvp i chose teleport )
Burning Collosus ( pet who tanks but mainly gets ignored by relics other bosses still hit him)
Fiery Weapon (adds more fire dmg to melee attacks)
Its now impossible to take this exact skill set due to the tier tree changes but there is work arounds, if you have time to try them out (maybe with level 60 cap it will be a lot easyer).
Out of all the classes Cinder Blade STR pyro is the hardest to create, as the skills Arc has huge mana consumption(phoenix helps).
Trying to balance 3 stats is very hard.
You need enough HP to be able to take on bosses, loads of mana and then there is STR = dmg.
so you can imagine how hard it is to balance all of these stats and still be able to have end game playability
Life draw % helps loads but you need to do Rep quests to get the best gear.
If used correctly Cinder is the best class in the game, i had loads of fun PvE and PvP, i would not really recommend this to 1st time players unless your wanting a challenge.
The other pyro skills are very easy to use and play with, stat points spent are basically Pure wisdom with no points spent in HP or Dex, pure simple effective caster.
If you want info on caster im sure i can add some pointers =)