Roman Candles, often forgotten but a staple part of a good display
Roman Candles unlike Cakes stack their shots on top of each other. The advantages to this are that the units achieve greater height than cakes because of the long tubes and also you can angle multiple Roman Candles to create fanned or crossing patterns in the sky.
20mm+ Roman Candles can be a rocket replacement. Rockets create more debris and are often wayward in the wind. Roman Candle bursts can be the equivalent of small to medium sized rockets.