"Recent explorations: Plaster of Paris (CaSO4:H2O + Al)
I thought this worth writing down (although I am sure many have done this, it's just for the record :))
Plaster of Paris (CaSO4*1H2O) was mixed with Al in stoichiometric quantities (IIRC 1kg of PoP and 270 g or so of Al), and mixed with H2O, to form the normal gypsum kind of plaster. This was dehydrated at 200 deg C in the oven for 3+ hours; basically until the weight didn't drop any further (guidelines are hard to give as dehydration depends on the diameter of the piece). It's remarkable how much weight you lose.
A small piece failed to ignite from a normal lighter flame. HOWEVER, a bit larger piece DID ignite once a drill was applied to it (holes were drilled for the sparklers to fit into). So that is a NO NO!
Nonetheless, this type of thermite works extremely well, it burns intially slow, but once it gets going, it produces a massive amount of gas (SO2)/smoke, and produces a lot of sparks. Very pretty :). Perfect for certain occasions.

The fact that the drill was able to set off the Plaster/Al mix showed it is somewhat sensitive - so in the future it probably is better to do this by simply mixing the powders (and igniting the mix without adding water), or by adding a very tiny amount of water just to solidify it.
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