I am no expert, but I went to a local spot tonight as a recce for a display tommorow beside the sea. There were a fair few fireworks going off so I had a bash. Used manual mode, manual focus, ISO 200 (lowest mine goes to), F9 and about 2 secs exposure. I dont have a wide angle so I used my kit lens at 18mm. Was but a good starting point. Oh yes gloves, hat, and torch will be in tow tomorow as well.
Try doing a search on the forums using some key words - there is lots of historic advice in threads from people who have had some great results.
Good luck.