Fireworks are fun but very,very dangerous. People have to be trained how to use them safely, otherwise even a “harmless” little sparkler can cause injury. (Experience speaking, here.)
The problem is that most of the people setting them off don’t know what they’re doing half the time. When I lived in Brooklyn, fireworks were illegal but that still didn’t mean that you weren’t taking your life in your hands walking down certain streets, and one of the frum news sites there had a custom of before every Purim running an article with a photograph of someone who had had one explode in his hand. It was gruesome and meant to be so to discourage people from getting hurt.
If fireworks are legal where you live, by all means use them if you’re prepared to accept the possibility of an life-changing accident to you or your child. If they’re illegal – don’t get them. The law is still the law, no matter how many people think it’s clever to break it.