On the subject of powder substances..
Aluminum
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Iron Oxide
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Tp4 does not guarantee you don't end up on NSA watch list
I prefer to make my own metal oxides. The cheapest way is likely to dump a bunch of cheap metal (nails ?) in saltwater and hook it up to a power source.
And as impressive as thermite is, I'd rather spend time making heat lances. They are way cooler and more useful (thermite is used to weld railroad rails together. A heat lance and do that and so much more) it also gets hotter (depending on a number of factors, but the sources i found list a thermal lance heat output to 3000 - 4500 K, far above the boiling point of aluminium commonly used in thermite (A thermite reaction will slow down if it gets hot enough to boil the aluminium off, and cool until the aluminium is in the thermal phase again.)