Rocket Fuel
This is easy to make and fun to play with. Mix equal parts by volume Potassium or Sodium Nitrate and granulated sugar. Pour a big spoonful of this into a pile. Stick a piece of blackmatch fuse into it; light; and step back. This is also a very hot incendiary. A little imagination will suggest a lot of experiments for this.
Mix equal parts by volume of zinc dust and sulfur. Watch out if you experiment with this. It goes off in a sudden flash. It is not a powerful explosive, but is violent stuff even when not confined because of its fast burning rate.
As I continue from this point some of the ingredients are going to be harder to get without going through a chemical supply. I try to avoid this. I happen to know that B. Prieser Scientific (local to my area) has been instructed by the police to send them the names of anyone buying chemicals in certain combinations. For example, if a person were to buy Sulfuric acid, Nitric acid and Toluene (the makings for TNT) in one order the police would be notified. I will do the best I can to tell you how to make the things you need from commonly available materials, but I don't want to leave out something really good because you might have to scrounge for an ingredient. I am guessing you would prefer it that way.