Snipers, of course, pop you off while you fight, and your flame rockets, though great for covering fire are too slow and dodgeable at range. Top tip, fire the flamethrower up and in front of you, and all over the place as you run - the sniper will have a hard time working out where you are in the midst of the screen of flames. Beware accidentally blocking off areas to your team though. Really, running through friendly fire is a pain. Tell your team the route the enemy took to get past you.
Fast offence is a very good role.
Preventing the enemy from rebuilding their defence is good too. You're fast enough to hide almost anywher ein the nme base, and bring force to bear anywhere else on demand. This class is very much underrated, there is a LOT it is good for - but most of it is based on speed. Humm - I'll skip the vs class fights, I've covered most of them up there already. Plus, if you are deathmatching, then you aren't doing what a pyro is supposed to do.