In lane, use Infuser once you've applied burn to an enemy
Don't use active reload when you don't need it
It's most useful before a fight starts for the fire rate buff or in the middle of a fight for more bullet uptime and healing
Using Fleetfoot during Flame Dash does NOT increase your movespeed
Ethereal Shift has a lot of good uses; I'll list a few here
Use it just before a delayed ability goes off (Wraith ult, Seven stun, Bebop bomb)
If you're low in a fight, pop it and stall for healing, Flame Dash CD, or a bail out from your team, or use your ult first, wait for the stun, cancel Ethereal Shift, and Flame Dash out.