Unlike what you see in the movies, unless it is a life threatening situation, Bomb Techs will evacuate the scene and work on the bomb from a safe distance, using robots and other remote tools. Only people with the proper training should handle explosives. If you find something that you believe to be explosives, call your local police. Agents must have at least 5 years of field experience before they are eligible to apply to become a Bomb Technician. Terrorists seem to want to impact the greatest number of people in a short space of time.
Bombs are perhaps more efficient than other means of violence.
Most bombings and attempted bombings involve pipe bombs. See my previous answer on jurisdiction. Most of our component identification and analysis is done through observation. Sometimes we use a microscope to help us examine evidence. The FBI Laboratory accepts evidence from any bona fide law enforcement agency and performs the examination, free of charge.