Here’s an awesome tutorial that teaches you how to create beautiful light painting sparkler photos. The materials are pretty cheap: all you need is some steel wool, an egg whisk, and a rope or cable. Simply place the steel wool inside the whisk, light it on fire using a lighter (or 9V battery), and swing it around at the end of the cable while your camera snaps a long-exposure photo. Just be careful not to start a fire!
Here are some sample photos using this technique to get you inspired:
Image credits: The Burning Bush by earsaregood, Ball Lightning by *BZd*, Steel Wool Sparks on the Beach by Photo Extremist, MN6360 Surface to Air Missile Squadron – Barrack II. by *BZd*, and Reverted Exploit by joo0ey