I really wanted to post some firework how-to, since this is the 4th of July, but it is so ridiculously easy I just didn't feel right about it. So, I will just post this little tidbit of information and leave you to your injuries:
The easiest way to get gunpowder, short of going out and buying it, is to break open some cap-gun caps, which are, in fact, filled with small amounts of gunpowder. Then just put that in a container with one open end, put in a fuse, and light it. It's that easy. In this case, the best info. I could give you is to improvise.
I do not take responsibility for any resulting injuries or laws broken.