Running 240 Volts into a big capacitor in Physics class in school (think it was 1/2 Farad) our teacher got a pretty big explosion, but it wasn't so much a bang as a BIG PFFFT!! And some type of corrosive liquid covered one side of the room. Luckily we were all behind a glass screen, but it was very cool (as things like that are when you're 17)
Come to think of it, that teacher was a nutter - demonstrating the interesting reaction between chunks of Potassium and high molarity acids, showing how much gas you need to ignite to blow the door off a cupboard etc etc

They don't teach science like that anymore