Be sure to read the Class C buyers guide!
This section is written for people who buy fireworks from stands/shops. If you get your fireworks mail order or something, this won't really help much.
Every year, 98% of the people buying fireworks get ripped off. What do you have to do to belong to that elite 2% then? Read this guide! Actually, no matter what you will not get fireworks even close to what the stand owners themselves pay for them, but getting ripped off is a matter of degree. It's like the opposite of food. At a grocery store, the markup on food (the price increase from the cost the store paid and what you pay) is very small. Fireworks on the other hand, are more like drugs; they have a high markup from middleman to you. How much is it marked up? Well it varies from stand to stand, but lets say you are buying a single gross (144) of Mad Dog whistling bottle rockets. Most people pay $10 and sometimes up to $15. With my amazing skill (heh) I got three gross for $10. In some places fireworks are cheaper and that's considered a bad deal. Prices vary greatly depending on where youare. You know the cheap Air Travelers? I've seen them also going for up to $15, but a friend of mine has gotten a gross for only $.89! That was in Mississippi though nowhere near where I live. And at even only $.89, they make a profit. Keep in mind that is for Air Travelers, the crappiest bottle rockets you can buy.
Buying a single thing at a stand and accepting the first price you get is a sure way to get ripped off. You will almost always get a better deal buying a lot of stuff together. Never take the first price they give you, try to get them to go lower. Most people will toss in a few small items for free if you buy enough stuff, get as much as you can!
What I did this last 4th got me some great deals, but it limits your possibilities for going places. I bought my fireworks on the 4th and stayed there all night. You don't have to be there all night of course, that was just for fun after the stands closed. On the 4th, most of them have been selling for 3 weeks and are tired of it. Talking to stand owners, "I just want to get home to my family" and related statements were common. They want to sell out, or get close, and go home. My trick was to wait until about 6:30 pm when a few stands are already shut down. This helps make the other stand owners/workers anxious to go home as well as the fact that it's the 4th. I focused on stands that were almost totally out and were setting things out on the table in front instead of the shelves. This is where I got some really good deals. I got 3 gross of bottle rockets (buy 2 get one free!) for $10 and 144 sparklers and 12 shells for $17. A friend got two 12 packs of shells for $17. Buying from the women often gets cheaper prices because they are less interested in ripping you off and would rather go home.
Buying at this time in the evening on the 4th gets good deals, but only works if you can be in the general area on the 4th as you won't have time to drive far. When buying before the 4th, the basics are to know what's a good deal, buy a lot at once, and get as much "free" stuff tossed in at the end as possible.