Want to use fire effects or pyro before a proximate audience?  You have NFPA 160 and 1120 to read first and meet all those SAFETY standards.  And those standards do NOT address the hazards of the smoke.  NASTY stuff comes off pyro indoors so you will need to have a room that whose air can be completely exhausted in 5 minutes--and not returned.  And you will need the SDSs on the pyro to look at the potential for regulated metal emissions on reaction.  I'm one of the technical editors of the Encyclopedia of Pyrotechnic Chemicals and know what goes into this stuff.

And if you don't want to meet these best practice standards that are enforced by many of the unions, be prepared to say why when some asthmatic has a problem.  I was retained in the the death of an asthmatic audience member exposed to pyro smoke in a big arena and we got a big settlement.  I am now retained by the family of a 13 year-old who was exposed to theatrical fog, collapsed outside the venue, was air lifted to a hospital and was comatose for 2 years before she died.  Those are the two most dramatic lawsuits.  There are dozens of others for effects in performers and audience alike.

People were designed to breathe air.  Put something in the air other then air, and be prepared to defend yourself. And these products have a track record.  If you want the data sheet from ACTS on the legal stuff, it's free.  Just ask.