I loved playing with fireworks as a kid, and surprisingly have all appendages and senses intact, I even considered pyro as a job - so I definitely get the appeal.
I just think it's time that we left it to the professionals. Unless you are engaging in science or physics, I don't see the value in letting them off yourself.
~~It's also weird that America's birthday is celebrated using a Chinese invention.~~ Edit: bad point, I stand corrected.