Fireworks is a desktop application for Windows and Mac that can be thought of as a faster, easier to use version of Photoshop specifically for interface design.
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Pros
Pro Can be used for the entire life-cycle of the design
From lo-fidelity wireframe, into clickable prototype and then assemble the images for the final hi-fi build as well.
Pro Layer Sharing
Features such as 'Layer Sharing' allows you to quickly update shared components such as headers across multiple pages. Other mockup tools such as Mockingbird will require you to manually propagate changes across all the pages.
Pro PSD compatible
Open PSD files
Pro Awesome Symbol Libraries
A significant advantage over web-app style mockup tools are the symbol libraries for Fireworks.
From boagworld:
Both symbols, styles and vector shapes can be saved for re-use and collected into useful library resources. In addition Fireworks ships with a common library of useful objects including buttons, browser and application elements for both Mac and Windows look and feel.
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Cons
Con Is being phased out
Adobe is ditching Fireworks. So those nasty bugs will never get fixed.