This is way too good to not share!
It would seem that high wattage/value resistors would make bigger bangs, like 1 W vs 1/4 W and megohm vs 100 ohm.
GoForSmoke:
megohm
And what do you propose might be the voltage source to get enough current through even a 1/4 watt 1M resistor to make it explode (or even get warm)?
With enough capacitors, or just one really big one charged for a long time....
Nice try, but probably not. 
1000v across a 1M resistor would produce 1W. Now, based on no practical experience: I don't think that would be enough to catastrophically destroy a 1/4W resistor... probably just eventually burn it out. Meh, boring. Maybe 10W would be enough for an interesting result, but that would require 10kV. If you wanted to go for overkill in the hopes of seeing something impressive, you would probably want quite a bit more power. The required voltages are going to get so high at this point that you have to deal with breakdown and parasitic effects spoiling the fun.
The bigger the resistor, the more material there is to self-destruct, so this would be more fun with a 10W ceramic or sand-cast resistor. Of course, then the required voltage would be impractical, not to mention the fact that 1M 10W resistors aren't exactly flying off the shelves at Radio Shack. (Then again, what is?)
Just one simple question. Has anyone WATCHED the video?
Yes. Impressive smoke & flames.
I like the little white-hot sphericals bouncing around after the explosion.
You don't normally get to see those except as streaks if that.
GoForSmoke:
Just one simple question. Has anyone WATCHED the video?
Yeah, and now thanks to you, I've made a mental note to put a high-speed camera on my eBay watch list. Like I need any more expensive hobbies... XD