I usually do a combustion demo ... during my bioinorganic unit.  I start by writing the extremely exothermic reaction of chemical "X." 

X + O2 --> CO2 + H2O;  ∆G = -234179326

(Its quite large)

To pull this demo off correctly, you have to really build up how big the number is, put a couple other benchmarks up, etc. 

then, I have them all stand up and take a deep breath to get ready, then I have them all sit down, and...

chemical "x" is glucose!  One of the most exothermic reactions known, and they just did it!  The best part of this demo is NO PREP.

trust me, the students will hate you for this, especially if you build up the exothermicity and how much energy  and heat, etc etc etc.  I use this as a theme for my whole bioinorganic unit:  its all about CONTROL of redox chemistry, not pyrotechnics (though life might be a lot more interesting if we combusted our food)

Well, for combustion:

Put a thimblefull of KClO3 in a test tube clamped on a ringstand at about 45 degrees from horizontal.

Melt the KClO3 from below with a propane torch

Point the tube AWAY from everyone (or toward people you don't like).

Drop a jellybean (or gummi bear, etc.) in it and GET BACK.

For thermite:  see Shakishiri.

 Use SAND, not water to catch the molten iron.  Water can be reduced to hydrogen gas by iron metal, and the reaction is extremely rapid at 1500C.

For combustion or redox:

Put KMnO4 (a few grams) in a crucible.

Add a couple dropperfulls of glycerine.

Stand back and wait...it's a free radical reaction, so the initiation period can be seconds to tens of seconds.

Throwing a penny in HCl....zinc dissolves, copper shell doesn't...

Follow with an iron nail...bubbles and slowly dissolves...best to do this at the beginning of class...also add a piece of copper metal and a silver ring (preferably a grungy one)

At the end of class, note the damaged nail and healthy copper and silver.  The silver can now be polished by dunking in ammonia to clean up the AgCl coat and rubbing with a cloth.

Toss the copper in the nitric acid, and look for the pretty green cupric nitrate.  You can throw the nail in there too, but beware, it exotherms and releases a lot of NO2.

In a new container of nitric, add a small amount of gold foil.  Show that it doesn't dissolve.  Add HCl to make aqua regia.  Gold gone.  Students like destroying actual gold.

I'll write up my copper cycle the next time I do it as an LO.  It involves con HCl, con NH3, lots of colors, and discussions of Le Chatelier, Bronsted and Lewis acid-base chemistry, the spectrochemical series, tetrahedral vs. octahedral crystal-field splitting, and making holes in whatever clothes you lectured in that day.

Nitrogen tri-iodide!  I do this on the day when we review Lewis structures just so we don't get bored. Take 2 grams of Iodine and add around 15 mL of Ammonia (in the hood). Stir for five minutes. Decant and flush the supernatant down the sink with copious amounts of water. Collect the NI3 on three pieces of filter paper, and stagger the three small amounts on ring clamps, one above the other. Allow the precipitate to dry (20-30 minutes), and then detonate the bottom sample with a meter stick. The first detonation will spark the other two.  I've had the sample detonate without me touching it (lab fairies I guess) so watch it!  Definitely want to do this the hour not the day before (don't want to be listening for fire engines all night!) so it's perfect for last minute demo people!

I did this last summer for the REU students and then this fall for my frosh lab section because they were being good.  Caution.  don't crack the bottom of the tube when heating it with the torch, or when the fire starts, the bottom of the tube will fall off and cause a heart attack.  (or so I've heard, um, it didn't happen to me.)