I usually end up just doing drop sets. That is, I use the same weight, but decrease the number of repititions with each subsequent set, as necessary. So, it might be 6-5-4, 6-5-5-, or 6-4-3 depending on how hard I go on the first set.
However, the pyramid has also worked well for me in the past. I think it is a good idea to switch it up and try both methods. Variety seems to be key to most people's success in bodybuilding.