as for myself, I never got a really "good" thermite reaction to go off, I have however succeeded in creating a couple small, smuldering type reactions though. I think my aluminum is the problem, it is relatively course and old, but even when it was never, I think it got oxidized a little too much.
I have tried two methods of starting it, actually 3 if you count the 2 diferent types of magnesium. I tried powdered magnesium that I got from a fire starter, it worked OK, but I think it burned too fast to really get the thermite going. I used, Magnesium ribbon like a fuse that burnt down into the thermite, but this however never really did anything either, I caused a few small "sparky" reactions to start but in general the thermite seemed to put the magnesium out rather that get started, the part of the ribbon brried in the thermite remained in burned. The third and most successful method for me was using a potassium chlorate and sugar mixture, I tended to just pile it on, lost of this stuff, and then set it off with a match. This last method more than any other I think got it going the best, although, as I say, I never had a really good reaction with any method because of my poor quality aluminum.
I am, or could be that is, making rust at a record rate. ihave really perfected my method of that down really well so that I can make large, pure, nucely powdered batches if Iron Oxide.