The units of the Fire faith are powerful, but have little defense. The warrior lord can't stand up alone in large battles, he needs support, and the thief lord has more defense than the warrior. The mages have mostly self-destructing spells, so you can't kill your own sorceress lord. Fire can be a difficult faith to play, especially since you are usually right on Balkoth's borders.
The Fire Warlord - With the highest attack of any unit, he can be a force to be reckoned with. His greatest weakness is a low defense of only 13. Keep him from being surrounded by units and you should be fine. His 64 hit points will help if you do get stuck though.
The Dwarven Thief Lord - This lord is one of the weakest thieves in the game, with only 10 range and 16 ranged attack. His melee attack is better than his ranged, and he has a higher defense than the warrior lord. If you run into trouble and get stuck, you shouldn't have any trouble fighting your way out. His low agility means he will probably be easily spotted, but very few ranged units have enough attack power to hurt him. You can stand and trade blows with them and win.
The Sorceress Lord - Not one of the best mage lords, it can be difficult to play as a fire sorceress lord. She really has no real use, since most higher level spells are self-destructing spells that kill the mage as well as enemies. You can't go around killing yourself and expect to win. The only real use is to get high level mages easily.