You want a standard steel pipe (two inches in diameter is a good size) that is threaded on both ends so you can cap it. The length you use depends on how big an explosion is desired. Sizes between 3-10 inches in length have been successfully employed. Make sure both caps screw on tightly before you insert the powder. The basic idea to remember is that a bomb is simply a hot fire burning very rapidly in a tightly confined space. The rapidly expanding gases burst against the walls of the bomb. If they are trapped in a tightly sealed iron pipe, when they finally break out, they do so with incredible force. If the bomb itself is placed in a somewhat enclosed area like a ventilation shaft, doorway or alleyway, it will in turn convert this larger area into a "bomb" and increase the over-all explosion immensely.
When you have the right pipe and both caps selected, drill a hole in the side of the pipe (before powder is inserted) big enough to pull the fuse through. If you are using a firecracker fuse, insert the firecracker, pull the fuse through and epoxy it into place securely. If you are using long fusing either with a detonator (difficult to come by) timing device or a simple cancerette fuse, drill two holes and run two lines of fuse into the pipe. When you have the fuse rigged to the pipe, you are ready to add the powder. Cape one end snugly, making sure you haven't trapped any grains of powder in the threads. Wipe the device with rubbing alcohol and you're ready to blast off.
A good innovation is to grind down one half of the pipe before you insert the powder. This makes the walls of one end thinner than the walls of the other end. When you place the bomb, the explosion, following the line of least resistance, will head in that direction. You can do this with ordinary grinding tools available in any hardware or machine shop. Be sure not to have the powder around when you are grinding the pipe, since sparks are produced.