We went to a friend's house to celebrate this year and I wore a sari.
The kids had a lot of fun, even though it was cold outside. We also filled up the whole street with smoke, and a few people came outside thinking there was a fire somewhere. Erm...no, it was just us. :)
We ended up going inside earlier than we expected (both because of the cold and the smoke), and we've now got LOTS of firecrackers for the next 4th of July. :)