Fireworks laws in the US vary greatly state by state. Many laws contradict one another, and many enfocement agencies are forgiving with small fireworks users unless there have been specific complaints, or the users are acting in a hazardous way.
In IL, all fireworks aside from smoke bombs, snakes, sparklers and others of the like are illigal. So what do people do? They drive across the border to Indiana, and buy consumer fireworks and bring them home. If you are shooting them on July 4th or New Years night, you give yourself a place with a lot of space where you are causing no danger to anybody or anything and usually the police leave you alone. If they get a complaint about you, they will come out and usually are polite about it. If you get a nice officer they ask you stop doing it, and some will take away all the fireworks you have.. I don't know anybody who got picked up with consumer fireworks to get a ticket or anything worse than having the fireworks taken away.
Get this. In the state of Indiana, you can buy consumer fireworks of all kinds, up to 500g cakes and 1.75" shells ect. We don't have the hot cakes that some other countries get, but we can get okay stuff... Anyway, you can go into any of the hundreds if not thousands of fireworks stores and buy as much fireworks as you want, or can fit in your car but you can't shoot them off in Indiana!!! It's legal to buy them anywhere in the state, anytime in the state, but it's technically illigal to shoot them. People still do it ofcourse.
Nothing we are supposed to get has salutes or bangs more than a firecracker. Most roman candles and rockets are very weak, unless you get mismarked specialty ones that are not supposed to be on the shelves. The best items we can get that are legal I think are the cakes. The 500g cakes have come a long way, and some really neat effects are available. Some shots can rival display cakes, but only get 10-15 blasts to stay within the acceptable powder range.
If you make it over here, be sure to join a pyro club or guild. You'll have lots of fun, meet good people and learn about the fireworks here. They'll know where to go to get what you want. GOD BLESS AMERICA!!