Yes, whilst there is much fun to be had, over the years we have had loads of things taken from us by the police, especially barrachos and petards over Num 3, so don't waste your money by buying loads of things and acting in too mad a way, as they now have loads of plain clothes police roaming around watching for such things and you will just lose them, as yet to see someone get arrested.....
There are some changes that may mean you cannot buy such things this year in any event.
It wouldn't surprise me if some dutchguy has to spent a night in jail this year.
Indeed, rules and regulations have become a bit more strict in Valencia (after last year's accident). There's one big difference however with the Dutch police, the Spanish police acts on these rules and regulations. They don't mess about.