Xema: “Rockets”? Around here those are called “pipe bombs”. 
ANFO
All you need if a blasting cap 
Thankfully blasting caps aren’t easy to get… of course, if you buy a significant quantity of AN, ‘They’ will know about it.
What about napalm? Two nights before my brother got married, we took a wild hair (and a bunch of whiskey) and decided to make napalm. A quick Google search and we had the basic recipe: gasoline and styrofoam. We mixed it together (BTW, use a metal container) and lit it off. Pretty exciting.
Actually it wasn’t very exciting; it just burned for a long time. But it was cool because, being a couple of idiots, we didn’t know what was going to happen, so that was exciting. We worked on it, and if we’d been just a tad soberer, we’d have figured out how to make it into a rocket. (We figured it out the next day, but never got to actually do it. Yet.)
Anyhoo, that’s my story. Oh yeah, if you decide to make napalm with this very simple recipe, DO NOT BREATHE THE FUMES WHILE MIXING.
Cheers.
That reminds me of those indoor rockets I used to make as a kid. I say indoor because they were made from only one match with foil wrapped around the end (wrap foil around two matches head to head, and pull one out to give you the combustion tube). Rest the “rocket” on some sort of frame (cutlery or something), place a lit match under it, and FWOOM!
The result?
Absolutely nothing, usually. 
All in all, a similar success rate to Xema’s endeavours. But the odd one or two would shoot part of the way across the room, finless and unguided. But they take about ten seconds to build, so nobody was too worried.
TheLoadedDog: I used to make similar rockets, but I never tried to use them indoors and I had a different method of making the nozzle.
I’d tightly wrap a very small piece of aluminum foil around the head of a match. Then I’d make a hole in the back with a straight pin. The “launch pad” was made from a bent (os was it “unbent”?) paperclip. To ignite it I’d hold a match under the head of the rocket. It worked pretty well.
My father showed me another trick. I had a CO[sub]2[/sub] powered BB pistol. What to do with the empty cartridges? Using a syringe, we filled them about 2/3 full of water and pluged the end with a toothpick. We’d hold the cartidge over a flame with kitchen tongs until steam started to escape from around the toothpick. Removing the toothpick with a long tweezers, the cartridge would jet around under steam power.
Which reminds me of a toy I used to have. It was a styrofoam airplane with delta wings about 12 inches in span. It was powered by a “motor” that was simply an aluminum cylinder with a nozzle on the end. The motor was fueled by inserting a plastic tube in the nozzle and filling it with Freon gas. When the tube was removed the Freon would expand out of the nozzle and propel the airplane. I don’t know how many times I froze my thumb by not getting it out of the way in time. Of course, this was in the 1970s before we knew that Freon damages the atmosphere. Estes Model Rockets had a line of “Cold Power” rockets in the 1970s that used the same principle, but with more advanced motors. Obviously, the likes of these toys will never be seen again.
Innate mail curiosity+ Explosives=loss of appendages and or property.
I survived my teenage years mainly due to luck. I went on to satisfy my explosive craving by enlisting in the Army Artillery. Nothing goes boom like a 200lb shell. And if that’s not enough for you, you get to burn the left over powder. I’ve seen these fires cause spontaneous combustion of dry wood and grass 15 feet away. A white-hot pillar of flame 20 feet tall. That’s the good stuff. I’m trying to remember why I ETS’d now.
Oh and match stick rockets, wrap the paper match and a needle together, one on top of the other. Slide the needle out. You get better direction and longer flights. My father taught me this when I was 8. There’s a reason I wasn’t allowed to get a chemistry set.