Hehe, sounds like fun!
A few years ago, one of my uncles came around with a HUGE set of fireworks, almost all of which are totally outlawed in Utah/Arizona. Roman candles, flying spinners, BIG bottle rockets, and a ton of other cool stuff. Ahh, fun times until the cops came along.
They just told us we should be more careful and to be done for the night.
I have a book about firework making, but I'm not quite 21, so I can't easily get all the stuff I need to make them.
Plus I don't have enough time.
Edit: One of the funnest "legal" firework in Utah is those ground bloom flowers(with slight modification) I like to put wings on them
I've had some go 30 or 40 feet high. Or you can squish them with some pliers around the middle. Makes an awesome firecracker that way.