I always wanted a chemistry set when I was a child but my mother would not allow me to have one (too messy).
My friend had one and one day we mixed all of the chemicals together in a test tube and shook it to see what happened.
I have no idea what was in the chemistry set but it popped the cork out of the test tube and made a locallised black mess (we had the sense to perform this experiment in his garage).
In hindsight I am guessing that the black was activated carbon and the pressure build up was from bicarbonate and some mild acid (also in hindsight my mother was correct in not allowing me to have one at such a young age).
Unfortunately, safe sets are often way too lame to be attractive.
The manufacturers of the chemistry set I had access to were sensible enough to make a set which would still be safe if someone with no common sense mixed everything together and shook it to "see what happens".
As Borek says, if you make a set then you would need to consider the lowest common denominator who is not qualified to have potentially hazardous chemicals in their possession.