Fifty metres of heavy-duty gaffa tape. If you're setting up a firework display, this is non-negotiable — it secures cakes to boards, holds fuses in place, marks out safety distances, and generally keeps everything where it should be when things start going bang.
Strong adhesive that sticks in cold and damp conditions (because let's be honest, it's always cold and damp on bonfire night). Tears easily by hand so you're not fumbling for scissors in the dark. One of those things you don't think about until you need it, and then you really need it.