Fireworks, Explosions, and Fire; Oh my!
From the 2011/02/10 General DMS meeting, some interest was shown in making fireworks. Here's some information on how we can be legal and safe while delving into some dangerous endeavors.
First, and foremost, we need to abide by the rules and regulations set forth by the Bureau of Alcohol, Tobacco, Firearms and Explosives (ATF). You can download this document at 
Skylighter: Books, Materials, Chemicals, etc.
One person's experience in becoming a legal explosives manufacturer in New York 
A magazine to store chemicals/explosives
Texas Explosives Rules & Regulations
Dallas Explosives Rules & Regulations
Safety, safety, safety!
Some cool stuff
Nitrogen Triiodide: info ; explosion video ; synthesis video 
Thermite: info ; video