Go up to 3 or 4 sites. Rush them dead. [UPDATE: after having played this deck more I'm less sold on this strategy. Still can be a deadly deck, but not always rushing forward with your avatar is often a good choice. The power comes from its removal strength and I have modified the deck a lot to lean away from trying to voltron the Persecutor.]

Drag your avatar forward with evil minions - remove everything they play.

Ideally hit a forge and molten mar as two of three starting sites so you can turn one forge to get a lance on persecutor, turn two drop one of the two drops if it is beneficial, turn 3 get your free hellhounds and drag forward. Turn 4 you usually want to just draw a site for turn and play it to hit the 4 mana goal, focus on clearing anything they have on the board this turn. Then you never play or draw another site and you just try and keep the board clear of their stuff while you bash them with your avatar and any minions you get to stick (though often you will want to trade your minions into theirs to keep that clear board for the persecutor to pummel-em). It is pretty simple game plan (this is mono-fire, so whatever the opposite of rocket science is).

What stops this deck? Other aggro can mess you up if you are smashing your avatar into minions too much - sometimes cooling the jets a little to keep control and not die before you kill is needed. If your ability to move gets shut down you are in trouble. Then its time to play more sites and get some avenue of attack opened up while fending off whatever they throw at you.

Tips and Tricks

Avoid getting persecutor on top of an evil minion because it shuts down your movement.
You may often find yourself with the ability to choose between trading a minion or using a removal to get rid of something on their board. If that removal is the only direct damage spell in your hand it is often better to just go for the minion trade so you can hold onto the Deathblow option. It is very common with this deck to door your opponent and then immediately get counter-doored. Having a deathblow ready to go often means the difference between winning and losing. (Take this with a grain of salt, since earlier in the game it is probably better to use your Flame Strikes and Firebolts to clear enemy minions so you can get multiple turns of damage out of yours)
Spread your minions wide if you can. Place your sites in the classic T shape usually (unless you are lucky enough to get the rift valley and then you can split their sites up and put your sites in among theirs. You want lots of vectors for attacking.
Against Interrogator you usually want to just let them draw the card - you plan to win before card-draw really gets to help them and life points become pretty precious when you are up in their face

Opening Turns

The two big questions in your first 5 turns will be when and if to move your persecutor forward and whether to take a site for turn. In my experience so far it is usually worth going site for turn for one of your first 4 turns so that you can hit your 4 mana mark on turn 4 and immediately start attacking with Persecutor every turn starting on turn 5. This does put you down a spell from what you could be at though, so in certain matchups you may want to lose the tempo to get the card (but so far I haven't found that to be the choice). The other option that is often tempting is to skip the fourth site completely and just start attacking on turn 4. This doesn't usually work out as well as it look like it will - you really want that 4th site.

In terms of moving the avatar in the early turns, I'm still unsure. I generally think getting up to the frontline as soon as you can is good - like the ideal play line is turn 3 Molten Maar, pull forward I think.

Recommended Modifications

I think playing more graveyard hate is probably wise - swapping in some funeral pyres and adding a 3rd Hyena may be important to being able to beat Archi and other cemetery recursion decks. Other minions I keep almost including are: Collicky Dragonettes, war horse and quarelsome Kobolds (so good, just not evil). Also enraged familiar can be really strong in Persecutor (when i get persecutor in draft i pick them super high). Since this is a rush deck getting what will basically always be 4 power for 3 on your turn is great (you just attack there stuff with Persecutor and familiar gets his bonus). I also debate Shatter Strikes, Holy Waters and Infiltrates which could all slot in really well.

Playground Bully

@portland_stew