I haven't done a lot of low light photography but for fireworks I found that with my Canon 20D after selecting ISO 800 the camera did just fine wide open in Aperture priority mode! This was with me only a few hundred feet from the place where they shot the fireworks.
Also the one time I've played with street lights and cars lights I found that total automatic on the camera did excellent! I was actually quite surprised.
For catching lighting, I've read that most people who don't use the special electronic triggers simply point their cameras in an appropriate direction and set up the camera for an exposure of 20 seconds or so. They then just keep triggering the shutter every 20 seconds until they happen to catch a strike. So many trees here where I live that I haven't had a chance to try
But I do like the trees
