Matches work well as a filler for stuff so you don't have to have as much powder, and also adds a nifty effect: bum style stars! They are also used for the impact bombs.
Wood matches:
Cut the heads off of strike anywhere (SA) matches with wire cutters. You can use non-strike anywhere, but in a test I did comparing the two, SA matches burn more than twice as fast when contained.
Paper matches:
I'm still playing around with paper matches (look in the Experiments section) but they do work alone for salutes when done right.
Storage of match heads