We can't have fireworks in my state.

Instead we have a "coffee can cannon". It's a tower of coffee cans, mostly open inside, that you spray aerosol engine starter fluid and compressed air into. If you get the mix right you'll get a pretty good bang out of it. (You know you've got a good one when you feel the concussion wave and the ground shake 30 feet away.) Of course you have to wear ear plugs
and the big headset hearing protection to use it safely...
It's also fun to take a hammer to a box of caps.
The only fireworks we saw were on the Pops concert. (They only broadcast half of it nationally, so we got to see more than you did.

I think Blue Man Group was on the local broadcast.) My town's fire department is doing a big fireworks show next weekend in conjunction with their annual carnival; I'll see about getting some pictures and/or video of the fireworks.