Pros
The people at Primary Data are some of the most talented people I've ever worked with. The product is innovative and challenging work, and as such everyone needs to be rock solid in their domain and do some out-of-the-box thinking. Senior management is included here; this isn't their first rodeo, having started and sold a very successful company prior to Primary Data. If you enjoy working with an A team and are up for the challenges that a paradigm-shifting product brings, this is a great place to work.
Cons
There are a few process and communication improvements that can be made, but I think the same can be said for most companies. PD is a well-funded startup but money is spent judiciously on talent and resources, so if you're looking for a place that throws lavish parties, has beer free-flowing from kegs, or even daily meals, this probably isn't your place.