Smokescreen? Easy, and legal.
Thermite? Dangerous, but easy (and will burn through just about anything in the normal world, if you're not in a rush).
Acids that corrode metal or flesh? All too easy (James Earl Jones voice).
Since most supernatural threats aren't fire-friendly, there are a number of basic compounds (no mixing necessary) that ignite and burn very very hot on contact with water. Ecto-plasm based creatures would be not so much affected, but anything with blood or sweat will be in a world of burning, burning hurt. VERY dangerous, but very easy. Any alkali metal will do- you'd keep them stored in oil for safety.
More 'complex' explosives are also pretty easy, but require chemicals/substances that will raise eyebrows at any police agency on the look out, or who looks into you... low-explosives will be easier (the kinds you hear about made from fertilizer)- practically just buy and mix. High-explosives are a bit more chemistry. Incendiaries will be about as doable as high-explosives, but easier to cover up as day-to-day purchases.
It doesn't have to stop there, though. There are people who make a living inventing new drugs and selling them while they're still legal (it takes time for the FDA to get ahold of them, test them, and determine if they're safe). You don't have to go that route, but you can be very well stocked on just about any drug you want, from over-the-counter aspirin to morphine, anti-depressants, anti-inhibitories (so-called truth serums, though truthfully, alcohol's still the best one we've discovered), or anything in between.
