We have a lot of pyrophoric substances in an organic chemistry lab - things that burst into flame when they encounter normal air. Liquids are handled by syringe and needle, using bottles fitted with gas-tight septae. That works pretty well, once you get the hang of it. The main things you have to learn are to provide some inert gas as a replacement if you're removing a large volume, and to not twitch your arm and hand muscles while you're holding a syringe full of stuff. (That can provide a spectacular flamethrower effect, which is fine if that's what you're after, but we rarely are.)
Pyrophoric solids are a bit trickier. Some of them (like sodium hydride) are often sold as a fine powder mixed with mineral oil, which coats everything and keeps it from igniting. Of course, you have to get rid of it at some point, because it's sure not going to go anywhere. You can either wash off the mineral oil before you begin, while the solid is inside your reaction flask, or clean it away from your compound at the end of the reaction. I usually opt for the latter, on practical grounds: by the time, I'll know if the reaction worked, and I won't have wasted the initial effort on a loser. Besides, most of those reactions need purification anyway.
You can buy dry sodium hydride, but I'm not a fan of the stuff. It goes bad too quickly, and an NaH fire is a beast to put out if it really gets going. A carbon dioxide extinguisher usually isn't up to the job, and it'll blow the powder all over your lab, which isn't recommended. And you most surely don't want to throw water on the stuff, although you'd have to be the village idiot to try that one. You'd certainly get a village idiot's reward for your efforts. The only reliable way to put one of these things out is to bury it in sand or some other inert powder. Then you have to let it cool down for a while - if you don't, it'll just whoomph up on you again when you try to clean the place up. If that doesn't make you feel like you're wasting your day, I don't know what will.
The related potassium hydride is invariably sold in a hard-to-handle suspension that's mostly oil. I've never seen it packaged dry, and I don't want to. It ignites much more easily than the sodium compound, to the point that people even manage to start fires with the oil-soaked item. At least the flames are prettier.
And the metals themselves are usually sold and stored under oil. Sodium metal, as my fellow chemists know, is interesting stuff. It's soft enough to cut with a metal spatula (the texture is rather like cold butter), and is very shiny indeed until the air hits it. You can work with it out like that, if you move with reasonable speed and get it under some inert solvent. Potassium metal is much less forgiving, and I have no desire to work with the heavier metals in the series (rubidium, cesium) as their elemental metals, because they just get worse as they go up.
You can mess up the area with just plain sodium, though, oh yeah. Some collagues of mine had a summer undergraduate (here's where experienced chemists start to grin and pull their chairs closer), and they were teaching him how to handle sodium metal: take it out of the oil, have your beaker of hexane ready, cut it like so, pick it up (the point of the spatula works well), drop it in the solvent, and so on. Everything went fine. So the next day, one of the guys tells him to go down and weigh out, say, five grams of sodium for a reaction. The summer student scampers off, and a few minutes later, the grad student wanders down to have a look, just to make sure things are going OK.
And there the guy is, with his beaker of hexane, sawing away with a spatula at a big cylinder of sodium metal which he is gripping in his bare left hand. Well, he hadn't been told not to do that, true, but neither had he been warned not to fetch it in his teeth. You just sort of take these things for granted. The summer student had no doubt taken the skin of his left hand for granted, too. (It took a few weeks, but he recovered.)