In primary school a mates older brother held one in his bedroom with some friends.... Halfway through there was a power black out so they stopped (all scared) then weird shit started to happen in the house, Like a bag of fireworks igniting by itself, windows cracking and fires in the waist paper baskets.
His mum was VERY religious and got the local priest to cleanse the house the next day.
Personally I've never done one, and I don't plan to. I'd rather not mess with that shit.