As of this writing (3/1/2108) Dust Devil has a bug that severely impacts his utility. I will mention this bug during the appropriate skill, but will treat the rest of the guide as if the bug has been fixed. Thank you for your consideration
Control - Not as much as you would think, but his white is a solid skill for this
Damage - Surprisingly a strong focus for a supposed control type hero
Leader - Mostly through his Legendary skill
Dragon - Keep away from Dragon Slayer and use him with impunity in Dragon Deathmatch
Reverent - Can be revived by Angel Dragon
Physical base attack, magical skills
Dancing Devil - Dust Devil's control skill and it's a pretty good one. This skill stuns the enemy party for 2.5 seconds (and for 0.5 seconds if they are above the guaranteed stun level). This is a nice control skill that pairs well with his legendary. However it is somewhat...different from the rest of his kit.
Pyromania - This skill does magical fire damage for foes in front of him. It's good damage and good AoE but not much else to say about it.
Incinerate - Launches a fireball that does magical fire damage. This skill has the added effect of a damage over time effect after the initial damage for 8 seconds. This is a very long time and makes this a very nice skill, especially if you're using him with Hydra.
Wildfire - Another magical fire attack, this one in a rolling ball form. Basically if a target is hit by the ball they take the damage. This will usually hit the entire enemy formation.
Brush Fire - Dust Devil's Legendary skill is currently bugged to where the bonus to damage applies even to targets that are not stunned. This makes Devil WAY more useful and allows for some devastating damage.
Outside of the bug it's not a bad skill, just not a great one either. The damage bonus is substantial, but inflicting stun is difficult in the upper levels of the game due to the staggering amount of tenacity out there. If you can get the stuns off, this is a fantastic skill that works excellently with his White.
Since all of his damage skills are Skill Power based, I would say Ocean would be a good bet. However, I personally would want either Bolt or River to increase his attack and energy gain to fire off his White more often and trigger the damage boost from his legendary. Also, you're going to want runes with Expertise to try to help his stuns as best you can.
Hydra - Mostly to improve the damage from Incinerate.
Bardbarian - Helps DD attack faster to gain more energy, also good for piling on attacks while the enemy is stunned during Dancing Devil.
Ancient Idol - Two stunning skills means more opportunities to trigger Devil's legendary.
Savage Cutie - Cutie's white is also an AoE stun and Devil's damage boost can have cutie deal crazy damage when combined with his inherent debuffs.
Dragon Lady - He gives more power versus stunned foes, she gains health every time something is stunned. Good pairing in my eyes.
Aquatic Man - An obscure counter for an obscure hero. Aquatic man's speciality is buffing water element heroes and preventing fire elemental damage. Dust Devil does nothing but fire elemental damage (except his basic attack), also Aquatic Man is commonly seen with Frost Giant.
Frost Giant - Frost provides extra tenacity which nullifies the stuns that Devil goes for, also commonly seen with Aquatic Man.
Ninja Dwarf - Dust is high intellect and unless another party member is smarter, Ninja is gonna take him out ASAP
Void Wyvern - Behold the Void clears all status effects, including stuns, and Devil isn't especially fond of having his energy drained away.
Cosmic Elf - Like all of the magically inclined heroes, Devil is not a fan of being silenced.
Grand Huntress - Rousing Roar clears away stuns and Tip of the Spear is likely to be hurled at Devil stunning him and bringing him into combat damaged.
Dragon Slayer - You're a dragon, she's a slayer, enough said.
(+) Against stunned foes (or while the bug is active) he can add LOTS of damage to a party
(+) His white is a good control ability that is guaranteed to stun at least for 0.5 seconds
(+) He does solid magical damage with a variety of ranges and AoE shapes
(+) His concentration on fire damage makes him potent when the Pompeii war modifier is in play
(-) That same concentration for fire makes him weak when fire damage is reduced
(-) Not the most durable of heroes
(-) If anything stops stuns, then his power is greatly reduced
(-) He will see a sharp drop in usage once the bug in his Legendary is fixed.