In my previous reflection on Tau experiences, Stelek commented that the default use of the Pathfinder's Devilfish is as a ride for the Fire Warriors. In general, I agree, though I have found a few potential exceptions for this rule.
1) Dawn of War
This one is terrain-dependent, but it may be advantageous to start your Pathfinders in the Fish just to get them into a good position. That 36" range on markerlights means you will want to get upfield, and the Fish can do so, and still potentially fill its job as mobile terrain.
2) Kill Point Missions
If killing is the goal, then I'm less inclined to put Fire Warriors in the Devilfish. While the Fish is not exactly lethal, Fire Warriors are potentially courting trouble if they're in an exploding/dying fish. The enemy gets a chance to kill them before you can hide them.
Additionally, if KP/VP are the only objective, then I might as well just toss the Fire Warriors into reserves. The only mission a 6-tau Fire Warrior squad fulfills is objective-claiming, preferably close to home. Barring that, you load them into the Devilfish just to make it claiming.
3) If You can hide the Fire Warriors out of LOS
Sometimes, you may be lucky enough to have terrain on your side. If you can put the Fire Warriors out of LOS (or leave them in reserves AND have them enter into an out-of-LOS position) and the enemy isn't looking to cross the board against you, then you might be able to shield them from the risk of the Devilfish's death.
Note that you do have to play an enemy that just isn't interested in getting that close to you, or that you're hoping the other guy won't try to cross the board JUST to crater the Fire Warriors.
On the other hand, you can try to use them as bait, since it is a chance for the other guy to kill one of your few, precious scoring units.
This also assumes there are not multiple objectives, or that you might be able to put Kroot on/near objectives. Multiple objective missions are kind of 'eh' for Tau, just because our troops are not exactly durable.
I think there are some situations where the Pathfinder Devilfish isn't the go-to destination for Fire Warriors. Worst comes to worst, a Devilfish can be a decent contesting unit, provided you think ahead (while you can move 6" and fire everything with the right wargear, you STILL can only get 12" of movement in a turn) a turn or two.
The other point I have to stress is that with the Tau, our troops are kind of crap, so we do have to keep an eye towards preserving them. We dilute our firepower if we bring lots of troops, as they're not durable and not going to do anything past shoot up or punch infantry, and they don't last long punching it. (And, kroot do not last in the open). Always preserve the Fire Warriors. Sometimes, I think putting them in the Pathfinder Devilfish puts them at unnecessary risk. Sometimes, though, I think it's worth it.