Yes, we are all very concerned about safety here. We're also dubious of anyone asking about thermite and sodium. Why? Because there are a significant percentage of kids out there with nothing but destruction on their minds. We don't want to see anyone get hurt, much less get hurt because of something they read here. We also don't want to be held liable (slim though the chance may be) for anything on this site.
It's good to hear that you're interested in the chemistry behind the reactions. I bet that many of us were drawn into chemisry through the interesting reactions that released heat, light, or both, and perhaps induced fire or an explosion. You need only look at my avatar to wonder what parts of chemistry interest me. Do yourself a big favor and read, read, read -- books, not crap on the internet. I managed to find several chem books, chemical magic books, pyrotechnic books and others when I was in high school that I found very informative and useful. The more knowledge you have, the safer you will be. And seriously, who wants to get burned by thermite? If you're ignorant of what it can do, you will eventually get hurt by it. That's a general lesson of life.
Anyway, I'm rambling on. I'm sorry to hear that your HS is a little under-funded when it comes to chemistry. You may consider going to the public HS in the area and seeing if you can get a summer job as a lab tech. I don't know how big your public HS is, but if it's large enough many times they need a summer student to help prepare solutions, etc. Constant thinker also has a good idea in getting a teacher to help you form a chemistry club. One of the things that I really enjoyed doing in HS was putting on chemistry demos for elementary and middle school students. We'd freeze things in liquid nitrogen, spray metal ions into a flame to color it, show students permanganate and glycerin lighting on fire, and lighting off hydrogen balloons. That is rewarding in itself, whether or not you do the thermite reaction.
Sadly, what was once considered 'kids being kids' is now considered 'terrorist activity'. In addition, we've got the idea that everything needs to be 100% 'safe' and foam-padded. While I agree, we've come a long way on safety in the last 50 years, and there were a lot of stupid risks that used to be taken, we've taken it overboard in some cases. For instance, safety glasses are an excellent example of something that is good. They are low cost, and high benefit, even for low-risk operations. They don't detract from anything, but the chances of them saving your eyesight are excellent. Now, on the other hand, the fact that most chemistry sets don't come with anything more exciting than baking soda now is idiotic. The risk of kids getting hurt from say, sodium hydroxide, is worth the experimentation that they get out of the chemistry set. The injuries from NaOH are going to be limited, if they occur at all. That is a low-risk, high benefit, low consequence reward to do the experiment. At the same time, I can understand if they don't want to include sodium cyanide in a set. That is a high-rist, low benefit, high consequence inclusion. The experiments that can be done with cyanide are not worth the risk of kids poisoning themselves with it.
As for thermite, you really need some decent quality aluminum, probably commercial grade. I was sadly dissapointed when I had filed down several aluminum nails to dust, mixed with reagent grade iron oxide and then tried to ignite with the magnesium mix recommended. Didn't do anything. Why? Probably because the aluminum was too big. You really need about 200 micron or smaller to get some good ignition. There's also many different grades of aluminum, some of which are more reactive (like flake) and more likely to make things go kablooie than burn, and there's less reactive like atomized, which are more likely to burn. Good luck finding a source outside of school for this.