Different fireworks mean different hazards:

Read the instructions on each one carefully (by flashlight, never an open flame) and follow them properly. Rockets, for instance, should be launched from a rocket launcher, not from a bottle. Sparklers need careful handling - light them one at a time at arm's length; don't give one to any child under 5 years of age; make sure that anyone holding a sparkler wears gloves; and put each spent one into a bucket of water as soon as it's gone out.