We do this on christmas btw.
Once, my cousin grabbed a big one, it is called "White Rat", (it is a red cilinder, like dinamyte, and it really looks like it), we call it white, because of the huge flash it makes and loud bang.
My cousin grabbed one of them, fired it up, and threw it up under an empty store, the metalic door didnt really covered the floor. So he threw it, and you know loud bang+ a lot of space, makes mores sound. It felt like a flashbang exploding a few feet from me.
Then, on another ocassion, he lighted up another one of those, and threw it, but after several seconds, it wouldnt explode, so he went near it, picked it from the floor and shake it, it still wouldnt explode. 10 seconds later, my older cousin, his brother asked what the hell was he doing, he told him to throw that instantly, which he did, and shortly after he did it, the damn thing explode.
Now, here comes mine. On New Year's Eve, we are known to light up some firework, and burn stuff to symbolize, well you know that thing. Anyways, I remember I grabbed this one called: "Skull" and lighted it up. It wouldnt explode, so the cousin of my cousin (he is not my cousin at all) and I came close to it and I picked it up. I didnt even grab it, but we were like an inch close from it when the damn thing explode. It made a big bang and it blinded me for a second. The thing almost knocked us down. I couldnt hear anything for 10 seconds, but a constant buzz.
It kinda sucked when I went to Arizona and we could not even have those things on the 4th of July. 
