Yosser's Airsoft Odyssey Blog does us a service with this review and how to get the most out of using `nades in airsoft. He starts with the issue of using pyros, whilst they are fun to use, they are more expensive and not reusable. What he suggests is that blank firing grenades or BFGs can be viable alternatives to pyros:

"One way of cutting down on the cost is to use Blank Firing Grenades, BFG’s. Re-usable, durable, but expensive to purchase but with the re-usability factor you can soon re-coup the outlay after several skirmishes. 12 gauge Blanks are LOUD and you'll know it if your caught in a small space, whilst the 9mm blanks are quieter but still give a good bang and can be used in smaller spaces without upsetting too many players! The trouble with these standard rounds is the cost per bang ratio! Obviously charges vary from place to place but 12g & 9mm blanks can cost!"

Learn more how to reduce costs with BFGs by watching the video below and reading the rest of his review at his Blog.  If you want to be updated of his blog posts, you can sign-up for email updates at his blog area or follow him on Twitter.