Check out this explosive video tutorial on how to make fast black powder or gun powder. Keep in mind, this is a fast and simple way to make black powder for your pyrotechnic needs, but it may not be the most-liked technique. It's simple and efficient.
You will need potassium nitrate or Grant's Stump Remover, sulfur, and ground charcoal to make this black powder. You really have to grind it all together really well -- a coffee grinder works pretty good. This is great for fireworks and weapons.