They won't be looking for gunpowder as it has to be enclosed to produce an explosion, isn't very powerful (needs enclosing), and is hard to handle. All of these make it a poor choice for a terrorist.
I haven't any direct experience with nitroglycerine (and I don't want any!), but again I doubt that it's particularly sensitive to static electricity. Being a high explosive, it is the shockwave moving through the substance that causes the explosive reaction to occur.
Petrol vapour can be ignited with a fairly small spark, and I've ignited bunsen burners by shuffling across a nylon floor and then touching the end of the burner with my finger. Static electrity can also ignite kerosene vapour, hence the precautions taken at airports.
Mik
[This message has been edited by mik (edited 07 July 2000).]