Don't play with fire, boys and girls.
Combine potassium chlorate, sugar and sulfuric acid together to initiate a reaction that produces a lot of heat with bright flames and smoke. Add alkaline earth metals to change the color.
2KClO3 (s) + heat -> 2KCl (s) + 3O2 (g)
The oxygen then burns the sugar (C12H22O11):
C12H22O11 + 12 O2 -> 12 CO2 + 11 H2O