I am partial to bottle rockets, while they are small and don't make much of a bang I still find them fun. Something I like to do on the 4'th, pack a coffee can full of bottle rockets, put on a welders glove and get yourself a propane torch, makes for a heck of a melee of rockets.
Happy 4th all and remember the USA is "THE LAND OF THE FREE AND THE HOME OF THE BRAVE"