Pros
Pyramid consulting does the HR side of business, so once you are working, you don't have to deal with the company HR department for the company you are actually doing the work for, you can have the same irritations with a separate entity, so you don't have bad blood within the actual company you are working for. This separation of duties is actually beneficial, as invariably when you work for a company, there are going to be irritations regarding over time, pay, benefits. This shields you from having to get mad at the company ultimately hiring you, you can just get mad at the staffing company instead :)
Cons
You have to submit expenses 'in 2 different media, retain every receipt, and prove every expense. Pyramid is ok as long as you don't expect them to be looking out for you. You have to follow up on your own expenses, and stay on top of them, and months later re-produce all the paperwork again to actually get reimbursed. Also, do NOT expect to get paid for overtime. As long as you work your prescribed hours, and remain vigilantly responsible for your own due, they are legit.