If fireworks startle me, though, how do dogs feel about them?
My dog, blessedly, doesn't mind fireworks. Elka calls my attention to them, certainly. She'll go to the front door, or a window, and then come to me and grumble. She wants me to pay attention to the fact that Something is Happening, and because she can't figure it out, it's up to me. I typically go look, and then tell her leave it. We can't see them from our house, so it's a matter that's dropped in fairly short order. If she continues to concentrate on the noises, we do some trick work to get her concentrated on the fact that she's home, she's fine, and that noise out there is not her problem.
Some dogs get really freaked by fireworks, though. It's a loud, abrupt noise with a fairly dangerous smell as well. We don't live close enough to the launch site that I can smell the fireworks, but I'm pretty sure Elka can. If a dog's owners are silly enough to bring him or her to the fireworks, there's the addition of the flashing light show, the press of the crowd, and sometimes also sirens. Just to make sure everything is a psychedelic terror trip. It's probably more of a Fourth of July thing than a New Year's Eve thing (though my town does have a First Night), but you do hear about dogs breaking away from their people at such displays.
So, exercise caution. Don't bring your dog to the fireworks. If you're having a party at home, make sure the dog has a safe place to be, and make sure your visitors are careful about open doors (among other things, like verboten foods and beverages).
I haven't used one myself, but you've probably heard of the Thundershirt by now. It's a non chemical dog anxiety treatment, exerting "constant, gentle pressure" on the dog for its calming effect. Kind of the same principle as Temple Grandin's hug machine, in a far more portable sense. I've read peoples' success stories in using Thundershirts for travel, for thunderstorms, and for the Fourth of July. If it's too late to order one, or the price tag seems like too much, there's also the option to use an ace bandage for an anxiety wrap (talked about here on The Peaceful Dog in conjunction with T Touch).