Is FeS2 both an ionic and covalent compound? Iron (II) disulfide.  Iron pyrite.  Fool's gold to some.  But what bond does it fall under?  It could possibly be used for both?

This would give a deeper understanding into other like examples, where it is a fine line between the determination of an ionic compound or a covalent compound.
Why do you feel a need to classify it under one or another? Chemistry is not about having a list of ionic compounds and another list of covalent compounds.

There are "ionic" bonds (see below) between $\ce{Fe^2+}$ and $\ce{S2^2-}$, and there is a $\ce{S-S}$ covalent bond in $\ce{S2^2-}$. That's all there is to it.

If I absolutely had to pick one, I would say it is an ionic compound. $\ce{S2^2-}$ is a covalently bonded species; $\ce{FeS2}$ is an ionic crystalline solid. The fact that it melts at $1193~^\circ\mathrm{C}$ supports this "classification".



As @Mith notes in the comments, all ionic bonds are not 100% ionic, and a lot of ionic bonds are in fact covalent to a large degree. The fact that $\ce{Fe^2+}$ is a transition metal ion (meaning it has empty 3d and 4s orbitals available for overlap) and also that sulfur is a rather polarisable ion (because of its larger size) means that there is likely to be significant covalency in the $\ce{Fe-S}$ bonds.

What does this mean? It just shows that trying to classify something as "ionic" or "covalent" is futile. $\ce{FeS2}$ is likely somewhere right in the middle of the spectrum.