I am also busying myself with some cyanotypes right now, so this is how far my knowledge goes:

Pyro negs perfectly work, but, as Syndy stated, take long.

It is, as far as I know, not possible to print with traditional cyanotype a tonal scale as long as with pt/pd. You have to overprint, highlights get washed away. For long-scale negs therefore Mike Ware's New Cyanotype process is perfectly suited. (It also gives much shorter exposure times, and has better contrast control)

As for contrast control: printing on acidified paper (1% acetic, oxalic) enhances the tonal scale (and gives deeper blues), as does an acid first rinse. Double coating seems to give somewhat more contrast in the highlights, adding tween 20 helps the emulsion to stick on paper. Finally, paper choice: some papers seem to keep more steps than others.