Next of concern is what is legal and what is not!

 Better to know ahead of time and do it right the first time than do time in jail and pay huge fines. Certain chemical compounds, fireworks, and explosives are regulated by federal and local authorities. If you’re unsure contact those regulatory agencies. In the US contact your local or state fire marshall for specific local or state regulations.

ATF Online - Bureau of Alcohol, Tobacco, Firearms, and Explosives - U.S. Department of Justice. Rules and regulations related to fireworks and explosives

ATF P 5400.7 (09/00) Federal Explosives Law and Regulations - 2000
I would say a MANDATORY read for everyone, new or seasoned.

US By State Legal Info - From US Fireworks - Every attempt has been made to make sure the information we provide is accurate and reliable. However, State laws change all the time and it is possible that the information we present here is out of date, inaccurate, or just plain wrong. To be absolutely sure of the laws in your State regulating consumer fireworks, call your State Fire Marshal's office. US Fireworks is not responsible for errors, omissions, or inaccuracies that may be present in this data.