I will admit that he is not the most user friendly character to use, but for pressure play he is great.
I play in P-Groove which has it's obvious advantages, but when you can parry any jump in, it gives Kyo a free air combo!
Also his lp Cross cutter is a nightmare for cornered opponents as it is anti air and very slow. If the opponent tries to roll through it they get thrown, if the jump they get knocked down and if it is a character with another fireball, the first cross cutter will cancell it out and the second will hit them.
My fav strats are:
Jump FP, crouch Fp, lightning upper (DP+any punch), then either his shadow kick (Fb+kick) or his super shadow kick (Fbx2+kick).
Also cLKx2 then into his shadow kick is my B&b combo or
crouching jab x2 into his lightning upper, then follow this up with his shadow kick or super shadow kick.
Kyosukes air cutter (jump Fb+any punch) is another great pressure move as it is an air fireball which people NEVER expect, granted if you do it every time you jump in they will catch on, but once or twice a match i can guarantee that they will get hit. A bonus of this move is that it also knocks them down, allowing you to apply pressure with the cross cutters.
His sRH has decent reach but low priority so i suggest only use this move for corner traps as Kyo can throw a slow cross cutter and follow it up with a sRH.
The key to Kyosuke is patience and zoning. Throw several Cross cutters to get them into the corner and then begin the corner trapping. I may just be that people are not used to playing against Kyosuke but i have found that people have a VERY tough time trying to get out of the corner against him.