I've never really shot fireworks or thought about it before. What I learned:
1) Bulb mode works the best
2) Aim for 2-4 fireworks in each shot
3) Make sure you shoot the "tail"
4) Manual mode on all settings + play with aperature to get it right.
I googled a how-to shoot fireworks before going out, but it definetly took some on-site trial and error. Unfortunately I only had 30 minutes or so, but I think this one turned out extremely good: