This is information mainly for those starting out  knowing very little at all and want to know how to get started.

rec.pyrotechnic FAQ - From usenet group rec.pyrotechnics. Kind of dated but great for starting out.

Practical Pyrotechnics - Things you absolutely need to know to get started.

TYPES

catherine wheel, pinwheel - circular-shaped firework; spins round and round

firecracker, banger, cracker - firework consisting of a small explosive charge and fuse in a heavy paper casing

fizgig - a firework that fizzes as it moves

maroon - an exploding firework used as a warning signal

Roman candle - a cylindrical firework that projects a series of colored balls of fire

serpent - a firework that moves in serpentine manner when ignited

skyrocket, rocket - sends a firework display high into the sky

sparkler - a firework that burns slowly and throws out a shower of sparks

squib - firework consisting of a tube filled with powder (as a broken firecracker) that burns with a fizzing noise

torpedo - a small firework that consists of a percussion cap and some gravel wrapped in paper; explodes when thrown forcefully against a hard surface