This site has everything you need to make your own fireworks - from instructional books and videos to the components.
Skylighter--For fireworks, wedding sparklers, pyrotechnic chemicals, fireworks fuse, pyro videos, and books on how to make fireworks
But don't even think about buying stuff for M80s. They'll catch you and ban you. Even if you buy different components on different days.
This is a very informative read, although lengthy.
Fireworks Safety Manual By Bill Ofca