As of v0.6 Jonna (Sorceress) is the primary choice for pyromancy - although other characters have their own situational bonuses, it's hard to compete with a flat +2% magic damage per spell learned.

You'll want to be primarily putting your SPs towards Willpower, but adding a few to Vitality (for max energy) and Perception (for vision range) will help.

• You want Pyromancer Mantle and Pyromancer Cowl when you can get them.
  Both are occasionally sold by tailor in Osbrook (south of smithy) for ~3500¤ and ~2500¤ accordingly.
  
• For the weapon, you will generally want a staff. Reinforced Staff is a good investment for a while, and can be later swapped out for something that further increases magic power or decreases costs (quest bosses sometimes wield these; there's a staff in Witch's hut).
  
• For a secondary weapon you can carry a bow/crossbow, though keep in mind that these increase casting costs while equipped.
  
• As of writing this, there are next to none mage-oriented boots and belts, so you have to make-do with whatever that doesn't actively harm your abilities.
  
• Although there are a few mage-oriented cloaks, most may find it better to carry a backpack instead.
  
• There are various rings and amulets, allowing for some options to further increase max energy and energy regeneration.
  
• Finally, most items can be enchanted for further minor benefits.

For the most part, you're going to be upgrading the Pyromancy ability branch:

• "Scorch" can be omitted since it requires getting close to enemies, which is mutually exclusive with most other skills.
  
• "Baptism by fire" can be omitted since (as of 0.6.x) there are rather few enemies that deal fire damage.
  
• "Feed the Flames", "Fire Barrage", "Melting Ray", and "Incineration" make for a good mid/late-game combo - you can ignite an enemy using Melting Ray, then prolong ignition using Fire Barrage, then explode the enemy using Incineration.

General:

• In contrast to melee, Pyromancer takes a more "kiting" play style - you slowly discharge your abilities at the enemy(ies) while moving away from the danger on turns when you have nothing to cast.
  
  At the beginning of the game you would be simply casting Fire Barrage and stepping back until the enemy closes in and you have to use melee and/or Ring of Fire.
  Later on you would be adding additional skills to the mix - first Blaze, then Melting Ray and Incineration, then Magma Rain.
  Eventually you'll be hitting the enemy with something at every turn of their approach.
  
• If an enemy did survive the approach, casting Ring of Fire (also see notes below) is a great idea - it deals above-moderate damage to every target in range, never misses, and sets them on fire, easing subsequent combat.
  
• Once proficient , you'll find that you can carry around fewer items than a melee class would - in general you'll want 1 or 2 splints, 2 bandages, 2 healing salves, and a bottle of Vivifying Essence for absolute worst case scenarios.
  Any "backup" items and non-spoiling food can be stuffed into a backpack once you have one.
  
• Enemy archers will remain a problem for some time since bows have slightly higher range than fire spells do. If you do not intend to eat however many arrows they have in their quiver, breaking line of sight can be used to force them to approach in your casting range.

Area control:

• Since most enemies aren't nearly foolish enough to step straight into flames, Ring of Fire can be useful to give yourself a few-turn break to recover - simply cast the spell before enemies get in melee range, and watch them patiently wait for fires to go out. You may even shoot them with other spells while you do!
  
• Ring of Fire can also be used for retreat - if you can tell that you are absolutely going to have your face punched in, casting RoF in a narrow area and then walking away through the flames is still less damage than having several enemies attack you.
  
• Once available, Magma Rain is extremely powerful - it covers a 3x3 area with magma, which enemies similarly don't desire to step on.
  
  • If cast before enemies, they will attempt to walk around the magma pool, giving you a few-tile buffer.
    
  • If an enemy is on the edge of a magma pool, they will attempt to walk out of it to whichever nearest non-magma tile.
    
  • If an enemy is in the middle of a magma pool, they will either attempt to stumble through magma towards you or accept their fate. As of 0.6, ranged enemies seem to prioritise attempts of attacks over survival in this case.
    
  • Since standing in magma decreases fire resistance, it can be used to weaken otherwise-

A few points on Athletics branch can be worthwhile:

• Elusiveness synergizes with Ring of Fire perfectly - when enemies get near, you cast Elusiveness, they all miss, and then you burn them to crisp with Ring of Fire.
  
• Dash is an all around great skill for escaping problems.

Alternatively, a single point in Geomancy can be useful since the boulders are similarly handy for forcing enemies to take a roundabout route.

This is arguably the most important part of playing as a mage.

Doors commonly have enemies (or groups of enemies) behind them.
Magic-oriented items do not commonly offer the level of defence required to sustain continued melee combat.

The solution is to simply not open the doors with your hands, and instead knock them down from afar with your spells - should there be enemies behind the door, this will give you time to attack them before they close in, and will remove risks of being surrounded.

With some practice, you too can become death, destroyer of worlds.

See you later!