This is simple and kind of amusing, for this you need:
an empty pen tube, (make sure it is plugged at one end)
sparkler powder (I prefer red)
I might as well tell you how to powder it. Take a sparkler and grind it between you fingers so the sparkler chunks will fall off, do this over a piece of paper. Now put your sparkler chunks in a zip lock bag and take a rolling pin to it.
Anyways fill the pen tube completely full of sparkler powder, add fuse. When you light it make sure it is standing up wards the effect will be a long colorful flame resembling a flare.
Option: attach this to a full lighter, you will get a fireball.