Here we go: a quick explosion how-to.

I'm doing this on a blue background so it's easier to see. First, I do a simple airbrush that's a super-bright yellow. I'll adjust the opacity depending how strong I want it to be. Then, I make a white center for the explosion:


Now the fun part. Open a new layer. As shown below, I open the BRUSH box at the top left, opening the brush-type menu. Scroll down towards the bottom until you see the brush effects shown:


Now, just go to town. Best thing to remember is that explosions are not symmetrical. Offset some of the stuff until you're happy with it:


Yeh, looking at that image, maybe it's a bit TOO symmetrical? Eheh!   But you get the idea. Now, two things you can do. Blurring the particals down makes them seem more cloud like:




Or, you can do the radial blurr effect found in filters...


...and in the RADIAL BLUR menu, click zoom to get this look:


Or, some combination thereof.  

Okay, for my purposes today, I'll be going with the blur effect--mostly to point out one other thing. This next pic isn't as blurred as above, and for a reason. Depending on the background, you can use your blending options and choose 'outer glow:'


I tend to play around with the opacity, color, size and range to get the effects that I want. This is the same technique often used for laser effects. It tends to beef up elements of the explosion:


At this point, or even before the outer-glow, you can often stop and be satisfied. In fact, that was about as far as I would take my first explosions on this comic. (maybe more of that splotch brush wherever I felt it was needed) But then comes another fun element: smoke effects!

First, use the same splotchy brush on a new layer. I'd open this one behind the first two. This time use black, and start splotching around the outer portion of the explosion. Going with the assymetrical idea, one way to make it more realistic is by painting up one side, or at least doing one side heavier than the other. But you can play around however you want until you're happy, as there is no particular rule:


And, blur:


And now, for a smoke trail. Same brush tool, but much smaller. Draw a trail away from the explosion. I tend to run it a bit crooked, to give the smoke that 'blown around in the air' look:


And blur  


Now, sometimes I'll add a bit of fiery debris. Simple enough--new layer, switch your brush to the usual airbrush circle style (that fades out around the edges) and paint in whites and yellows, making a trail back into the smoke:


A final step would be to switch back to the 'blotch' brush for the smoke effect, and on a new layer above the fiery debris, splotch just a bit of that black smoke effect on the trail's tail end. That'll make it seem more like it's shooting out of the smoke. (shown below)

Now finally, do the same smoke technique as we did on the outside of the explosion, but on the inside! Curve it a little to make it feel more three-dimensional, and blur:


At this point, you can add more debris on top, or add splotches and use the radial/zoom blur, add bright white fire spots or whatever combination you want. But here you have a pretty good concept for making a pleasantly detailed explosion.