Potassium nitrate is one of the main ingredients in most pyrotechnic devices these days, but do you really have to use it for your fireworks? Check out this video tutorial to see how to make a rocket without using potassium nitrate and household items. There's no KNO3 involved here!
Ignore the part in the video that mentions using sodium chlorate for the propellent. Instead use 2 teaspoons of sodium chlorate mixed with 3 teaspoons of sugar. Mix with water until just dissolved. This makes a very powerful propellant, more powerful than KNO3 and sugar in my opinion.
Oh, and don't use a hair dryer with this mix. You'll catch your carpet on fire.