There are so many amazing pictures on the internet of fireworks, but taking such pictures is very difficult, as I learned in practice. I went to a firework display a few months ago, and now, finally had time to process the raw pictures I took. But I can remember that it was freezing cold that evening and because fireworks are usually fired at night, you need to dress warm and get some gloves if you want to photograph firework displays. Because your fingers may freeze and you won't be able to change settings on you camera :(
Anyway here are some examples I got from photographing fireworks, which I took on Guy Fawkes day (not a very fancy show, but I'm planning to go to one someday and practice more firework shooting):