Yeah I gotta agree with you on that Iceman in the movie does suck so far. He is way to much of a wuss nor does he make good use of his powers. According to the comics Iceman is suppose to have a joking around and anti-authority attitude, not a goody goody romantic wimp.
Pyro definently has more balls in the movies so far and a better survival instinct. He's not afraid to fight and so far hasn't used his powers aggressivly only defensivly. Sure he's can be cocky but heck if some gitty scared cop just shot a friend of mine cause he lifted his hands up I'd react in a similar fashion, I'd really be pissed.
Likewise at the mall sure not giving the guy a light is being cocky, but the dude isn't intitled to using your stuff and taking it way and getting in your face would've gotten a similar reaction out of me as it did Pyro.
I also like Pyro's attitude so far on the side he's choosen. He's not a total zealot to Magneto's idea's or Xaviors just looking out for himself and sticking up for himself, kinda like Wolverines attitude in the first movie and a bit in the second.
With Cyclops in the movie there doesn't need to be another "Whatever Xavior says in true not matter what" type of guy. They really should have Iceman loosen up a bit, joke around, play pranks with his powers like in the comics.
Sorry if it was all off topic