Well, by adding two entities to the "misc_teleporter, misc_teleporter_des
t" concept it will get a little more spectacular. 
1.Make a room with light and a info_player_start. 
  
2. Place a misc_teleporter and a misc_teleporter_dest and link them with target and targetname.
   4.Create a small brush (preferably
with the trigger texture) about 16x16x16 in size and place it 16 units above the misc_teleporter. 
 5.Make the brush a trigger_multiple
and give it the target "boom". Set the delay to 0.2 and wait to 1. 
  6.Compile the map and instead
of just appearing at the misc_teleporter_dest you will show up in a BOOM. 
  7.Still lost? Load up the example.                                                                                      Happy Days 
3.Create a target_explosion and
place it right above the misc_teleporter_dest.
Give it a targetname like
"boom".Set the delay to about 0.2 and the dmg to 0 (if you
set the dmg to a value above 0 you will take damage when teleporting to that destination)