In reply to needvert:
All depends on how you have them pitched.
In snow, with the edges buried, and skis or other sturdy anchors to hold them down, they are bomb proof. Will hold up as well as (or better than) any other tent, provided you have the sides staked out in a relatively even manner. (Requires a relatively level spot.)
On rocky ground, it becomes harder to stake them out in an even manner so the canopy is taut all around. Not saying you can't do it, it just takes a bit more work. Make sure the stakes are sturdy, and pitch it close to the ground if you are expecting heavy weather.
I have survived some really heavy winds and rain in a pyramid. I have also had a pyramid blow away in a storm because it wasn't properly staked down.
Provided you have the space to pitch it correctly, they can be very strong. Just make sure you take the time to do it right.