Well being a Pyro I've had many traumatizing experiences with mini-sentries. Some simple ways for me to take them down is circle strafing around a mini sentry with my flame thrower, one-half of a rotation will net me a dead mini sentry and usually a loss of 10-30 health depending on how close to a corner you've place your mini sentry. If it's an open area and no one's around and I know where a nearby health kit is I will w+m1 that sucker down and lose ~100 health, not too appealing.
If I'm chasing you a useful technique for stopping me is to place mini sentries down while I'm chasing you. I stop to destroy mini sentries. No exceptions. I've had one too many times where I've been chasing a mini sentry engy, ignored his mini terror of death, and died because of ~PERFECT TRACKING~.
My whole pyro life is based on the probability of error and mind games equal to that of a terrorist, when people are on fire and I've air blasted them, they panic and I NEED that panic to frag them, heavies especially.
Moving back to mini sentry engies, if you can escape me using your mini's as decoys then you win, if I even clip you with my air blast, I win. Remember that a pyro needs almost the entire setup time of your mini to destroy it.