I just received my Fires of Pompeii set, and it is a terrific addition to my shelf!
The Pyrovile is made from a couple different plastics, one of which emulates the "liquid magma" portions of the creature, and the other its crusty outer plating. The combination is effective and does a fine job of capturing the essence of the creature as seen in the episode. The figure is surprisingly well articulated, and its only real flaw is its scale: though it towers over the rest of the DW figures (except, of course, the Werewolf), its size falls far short of that established onscreen.
Though I might be alone in this, the Roman soldier figure was one I eagerly anticipated having...as a rabid history buff studying to be a history professor, I love the Doctor's historical adventures. The figure is highly detailed and comes appropriately armed and armored (though a shield and spear would have been nice touches). This figure's only drawback is that it has fixed wrists, the lack of which I assume was the result of a cost-cutting decision.
All in all, I think the Fires of Pompeii set is a triumph. While it would've been nice to have the Pyrovile priestess included, or perhaps another soldier, that would have raised the price-point, naturally; as is, it's quite a bargain.