When photographing firework displays, leave your flash at home or turned off. Although these light shows occur in darkness, the fireworks themselves produce more than enough light to illuminate the shot. Adding more light will just wash out the background and ruin the overall effect. Use flash only when you want to illuminate people or objects in the foreground, close to the camera.
Take your time
You can achieve great results if you adjust the shutter speed as the fireworks move across the sky. The bulb setting is great to retain control over the length of your exposure, as it allows you to keep the shutter open. You can time the exposure from when the rocket goes up in the air until the firework has finished exploding - just make sure not to over expose the image.