To give some history and context, Boros Allies Beatdown was my first ever deck, followed shortly by Orzhov Allies Life gain, with a subtheme of Vampires, all around the Magic Origins and Battle for Zendikar blocks. I committed to the Vampire archetype, built Rakdos Vampires, and settled on mono-black Vampires for a long time. I was working on tribal Mardu Vampires (around the Ixalan block) when I started seeing Mardu Pyromancer come to fruition and gain popularity.
When I first was introduced to the modern format, Mardu Pyromancer didn't necessarily exist, and the Mardu decks themselves weren't particularly competitive, but I enjoyed the play style and ideas that would eventually become Mardu Pyromancer Midrange. Mardu Pyromancer included all the aspects of the game that I love: a combination of aggression from , disruption with , and control in .
When I heard about this collaboration, and saw the potential it had, I fell absolutely in love and I have never wanted to stray from the archetype. I love versatile burn and mass tokens, and I love the transitioning feel of midrange: from a controlling beginning, to a more aggressive game plan when the opponent has exhausted their resources. In general, it always feels like midrange is able to play an aggro gameplan against control, and become the control variant against aggressive strategies, and Mardu Pyromancer is able to adopt that role. Between token generation, burn, spot removal, and board wipes, Mardu Pyromancer has a lot cut out for it, and has game against almost every and any build in the meta. What Mardu lacks in cheap card draw and counter spells, it makes up in versatile synergies and diverse options in order to remain competitive. I’ve always loved these colors and their inherent "fair" approach to the game.
I ended up looking up common inclusions in popular builds then tweaked to make my own. I always feel like it’s a good way to go about builds one may be unfamiliar with. I would like to share the links that made a difference for me as I was constructing my version of this deck and I hope they benefit you too.
https://www.cardknocklife.com/modern-mardu-pyromancer-primer/
https://www.mtgsalvation.com/forums/the-game/modern/established-modern/midrange/796127-mardu-pyromancer
https://mtgdecks.net/Modern/mardu-pyromancer
https://m.youtube.com/watch?v=cU-Ohjld2YM
http://magic.tcgplayer.com/db/article.asp?ID=14403&writer=Riley+Knight&articledate=1-18-2018
https://magic.tcgplayer.com/db/article.asp?ID=14414&writer=Riley%20Knight&articledate=1-24-2018
https://www.evernote.com/shard/s143/sh/1f659c3b-9fa5-46b3-9d94-64fc95b012b7/baef1b24f1b5d09f1c584765ce0a96e8
https://www.channelfireball.com/articles/mardu-deck-guide/
https://www.mtggoldfish.com/deck/1105865#paper
https://www.topdecked.me/decks/5460b945-8efa-41b8-b899-d5e7c0791022
https://strategy.channelfireball.com/mtg/channelmagic-articles/level-one-modern-mardu-pyromancer/ (https://www.channelfireball.com/articles/level-one-modern-mardu-pyromancer/)
https://www.mtggoldfish.com/deck/4790920#paper
https://www.mtggoldfish.com/deck/4781097#paper
Though many of these sites are a few years (or more) old, they give really good advice about how to play Mardu Pyromancer (and Midrange in general). The lists are outdated, but the knowledge we learn from the past helps form a better foundation in the present so we can spring forward to the future.
Speaking of the past, here are some other articles about the Midrange archetype, in general, that I have found helpful:
https://articles.starcitygames.com/premium/thoughtseize-you/
https://magic.wizards.com/en/articles/archive/how-build/how-build-midrange-2017-02-07
https://magic.wizards.com/en/articles/archive/midrange-archetype-2007-03-26
https://blog.cardkingdom.com/how-to-play-a-midrange-deck/