Wish I had known about this back in my "we're bored, let's play with fire" teenage years. We took the matchstick rockets to a new level, basically making our own makeshift small rocket engines:
Take 1 cardboard roll from the inside of a roll of calculator/cash register paper (they are thick and very solid) like these:

Plug up about a half inch of one end with putty, clay, play-do or whatever, and super-glue something to cap the end (cut out cardboard, a washer... whatever seals up the end and will stay sealed).
Drill a small hole into one side of the tube, near the end that is not sealed up. This will be your ignition point.
Next, you need a whole a BOX of matches. If you're patient, scrap off all the sulphur tips into the roll. Use a metal rod or screw driver to pack this stuff tightly. This will make for quite a strong little rocket engine though, so if you're NOT patient, or want to try for a weaker rocket first, just cut the match heads off and pack them into the tube. (actually its probably safer to just cut the match heads)**
Next, find a washer that's big enough to completely cover the roll hole with plenty of over-lap, but with a small enough hole to help keep the pressure inside the roll from escaping too fast. But too small, and one end might just blow right off and hurt somebody. Crazy-glue that washer onto there real good.
Next pack more match sulphur into the hole in the side.
So now, you have a choice: Either cap one end with a cone and add fins to it and attempt to launch it as a rocket, or do what we did and attach it to the top of a toy car. Light the "ignition hole" and stand the hell back!!
Either your "rocket" shoots off with an impressive flame and lots of thick smoke, or the damn thing partially explodes and hits something. HEh.
**I am not responsible for any injury if you are dumb enough to try these vague, and incomplete instructions! You CAN hurt yourself. You CAN hurt your hearing if your contraption just blows up instead of launching properly. You CAN burn yourself, inhale harmful fumes and smoke, etc, etc... **The engines were cool, but the very last one I made was my last for good reason: I used a small metal pen body, superglued one end solid. Packed it with nothing but scraped powder instead of match heads (see with match heads, you get some air pockets, and bits of cardboard). I then used the pen tip and super glued that. The hole for the "thrust" was
very small.
The resulting bang after lighting this was so loud it damaged my hearing in one ear and had my heart racing. It pissed off my friend's mother and she wouldn't let us make any more. The force was so strong that the metal pen body had ripped open. We couldn't find the tip that had flown off either. We were lucky the tip didn't hit us or anyone else, cuz who knows what force it had (pierce skin?). I kept the pen body... if I find it, I'll post a pic.
Anyways, that was that. Took 2 weeks for my hearing to heal up.