well, I have to admit, several years ago, I smuggled my Sony consumer cam into a garden concert that had fireworks, and just let it run on auto, and the results were great. I think the fireworks themselves are bright enough, and with the contrast of the black background is why it worked.
I've shot fireworks several times now. Get great results from pretty much all gammas.. but I would push the master ped to eliminate noise and crush the blacks in post. I like to shoot them all in slow-motion and do a bit of work in post. Here's a sample from last year. You could shoot with a faster shutter if you'd like as you'll get zebras and plenty of exposure from the blasts themselves...