Dave,
All I use in my S3's ( I finally got the second one I bought months ago) is colour slide film.
As for the partially used roll of Tri-X in your camera, it's very easy to remove with the leader out of the cassette. First note the number of frames exposed. Set the A-R dial to R, and slowly rewind the film until you hear a "click", which will be the leader slipping off the take-up spool. Stop rewinding, and remove the roll. At this point, I'd write "x exposed. Start X+2" on the saved end of the film box, wrap it around the roll and secure it with a rubber band. To continue using that same roll, load it into the camera, and with the lens or body capped, advance the film by cocking the shutter and firing until you are two frames past where you stopped shooting originally. When you have the roll processed, if it is slide, ask the lab to visually inspect it while cutting because the registration will likely be off.
As for shooting fireworks, I was taught to set the aperature to about 5.6 or f8, as I recall, shutter on B and place a dark hat over the lens, and simply remove the hat when you see the burst, and re-cover it when the burst dissapates.