If you're looking to blow some stuff up tomorrow, it's probably a good idea to know what sort of fireworks you're "legally" allowed to use according to state law. This map will give you all the information you need to know on whether fireworks are legal, illegal or incredibly lame in your state.
American Pyro actually has detailed PDFs that list the specific rules for each state. You'll have to look at those because while some states are totally gung ho about fireworks, others force you to make do with twinkly sparklers (or force you to make a road trip to a neighboring state). It's important to note though, that fireworks laws can vary within the state (county to county, etc.). Just because California is cool with fireworks doesn't mean Beverly Hills is.