I am like a kid in the candy store when I go to the Fireworks Superstore in Hannibal. Always amazed how cheap it is vs the local stands and border stores.It really depends, if you are short on time, a drive any distance probably isnt going to save a lot. You may find more selection in one place, But then you can also hit several different tents and get more selection.
If I was going to make a trip out of it, I would go to Fireworks Superstore in Hannibal. Otherwise about any full time store will have a decent selection. Personally I would go to the fireworks stores across the road from Sheltons first. Avoid TNT for anything major, Phantom has some good stuff but is expensive, they have some crap too, but most have those too. Stick to name brands like Brothers, Winda, Pyro Planet, World Class, Red Rhino, Pyro King, Pyros Pride, Shogun, Legend, Big, Dominator, Great Grizzley, Canon, Supreme, Cutting Edge. To name the ones off the top of my head. Some of these brands are more regional.
Canister shells are the "loudest" consumer shells available. Excalibur Shells usually are decent. (make sure you load them correctly or you are going to have a bad night!)
Real M-80s are banned and have been for a while. Anyone selling anything that resembles a M-80 is most likely just a firecracker, in a bigger package.
Dont get fooled by a so call 5 inch tube cake, if you actually look in them they are just a tube in a tube, they put a smaller tube hidden in a big tube to make it look bigger, the legal limit is far smaller than 5 inches, you can actually get the maximum powder load allowed for consumers in a ball about 2 1/2 inches. Anything over 3 inches is just a gimmick. (professional fireworks not included)
There are black markets and hot loads out there but I am not going to go into that.
And for the love of god stop giving little kids metal sparklers!!!
I have been considering going wholesale for a couple years now, but I haven't pulled the trigger. Just an fyi for future residential deliveries, you can request to pickup the order at the shippers terminal and avoid the extra lift gate charge.