It was recently on the news (Finland (http://www.iltalehti.fi/uutiset/200812280182508_uu.shtml)), somebody had stolen 10.000 € worth of fireworks. The fireworks were inside a massive container they use in cargo ships. Sounds very easy since the containers are outside, unguarded, don't have alarms and it's the darkest time of the year.

You could probably sell the fireworks with a discount or just blow them up and do fun experiments.

Just a friendly advice for you fellows.