Thanks. I did a little online research ahead of time and that helped a lot in giving me an idea of how to set-up. First, a tripod is a must. Most recommendations I saw suggested leaving the shutter open 2 - 4 seconds. Second, a remote release. In my case, I had tacked the ML-3 remote onto an order from B&H a while back. That turned out to be a big help and it only costs about twenty bucks. Third, set the camera on manual. I used the "bulb" setting which meant that I had to click the remote once to open the shutter, then a second time to close it. I would hear the boom when a rocket was launched, wait about two seconds for it to reach altitude then click the shutter open. I'd watch the explosion, then click the shutter closed again.
Lens recommendations were normal to wide angle and an aperature around f11 to f16. I set up my camera with my 50mm f1.8 lens. It turned out I was a little close for that lens, so after a few shots I switched to the 18-70 zoom set toward the wide end. That worked pretty nice, so I just clicked away until the end of the display.
The only other tip I have is to get the camera set up and test ahead of time. I played with the manual settings and test fired the camera using the remote in my living room before hand so that when I got to the fireworks display, I wasn't fumbling around trying to set-up while the fireworks were going off.