I read a spread in Digital Photographer last year about shooting fireworks. They recommended to properly expose any defining objects in the photo ahead of time using Av mode. From there you proceed to capture the fireworks in Tv mode and use post processing to incorporate the fireworks into your original image. You can use a fast shutter speed to freeze the fireworks or a slower one for a more dramatic effect. This won't look natural if you're moving around or shooting over water. :\ Just what a recall from the spread, worth a mention I suppose.
heres a tip i learned from last year. shoot in manual becuase shooting in the AV or TV mode (not sure what there called for nikon) they will try to expose for the black sky making it a bla grey so in manual mode you can set your Fstop and shutter speed. and change your shutter spped to bulb, then if you have a remote you you can press and hold it for however many busts of fireworks go off that you want. But inbetween those bursts use a dark non seethrough hat or somthing to cover the lens.
I know that I posted these here before but, here are some images that I got from last 4th. I have been doing some research and what I found was to use ISO 200 and an f-stop of about 11 to 16. And that should reduce the amount of smoke that shows up in the photo as well. The way I did these was I was set at ISO 100 zoomed into about 85mm, manual focus and focused in to the general area that the fireworks were going to pop, I had my remote release and had my camera set to bulb setting, and the camera mounted on a tripod. Then when they started I would hold the trigger down for a couple of seconds and release. I did this until all was done, here are the results.
I just got some good news!! The World Golf Village in Saint Augustine, Florida is starting there 4th of July festivities early and are having fireworks tonight. So I will be able to get in some practice before Saturday. I will post some results afterwards.