I know just what your looking for!
The make a loud "pop!" like a cap gun, followed by a slight smell of the same orgin. They have these for sale at the local Science Surplus store here, I think they run $1-2 for a set. Let me know if you want any and I can pick em up for you next time I go. Not too sure about mailing em tho, the posties always ask me if my package contains anything flamable or whatever. You could also check their website.
I however am would love a set of them Klacker Ker-Banger things. Many many brusies obtained from them little ---daisies---!
Like to turn the kids on to that 'hobby' sometime.