Evanescent Pyro is a powerful ally, with 4AP and 4HP, with a cost of only 2 energy, AND Battle Ready. So, what's the catch? At the end of the turn, regardless of whether or not Pyro has attacked, died, or done anything at all, it dies-- that is, it exits play and enters your graveyard. Use it wisely, when you're sure it won't be wasted! If you want to play your Pyro, but the conditions aren't good, simply bench it for later.
Also, if you're being attacked by a Pyro and your health is still at maximum, you don't have to defend-- 4 damage isn't pleasant, but Pyro will be gone in a moment anyway. Unless absolutely necessary, don't sacrifice any of your better allies to the Pyro!
Strong against: low ally count, quality and slow-developing decks.
Weak against: ally-heavy decks and stupidity.