If you're going to give it hats, make it somewhat fitting to the theme. I don't want it to go down TF2 route. Eg. Pyro is 'crazy and randum', lets give him silly hats like a traffic cone or a birdcage.
I can't imagine the L4D survivors actaully wearing hats though; what would they wear?
To be honest, there's not much to go on when it comes to making hats for the Pyro. While all the other classes have distinct enough personalities, the only word I could best describe the Pyro with would be "Maniac", thus why there's not much of a theme going on with his stuff.

I wonder how this guy would have played if he made it in the game. And yes, this was real concept art for L4D2.
I'm guessing the rats would work as sort of a distraction by swarming over the player, dealing minimum damage, giving other Infected a chance to attack.