A lot of people talking about terrorists putting C4 on drones...well, surely the key thing would be to stop terrorists getting C4? As far as I know, outside of America at least, it's not exactly an easy thing to get. Fertiliser based explosives are the more likely type to use and you need to have a bigger amount of them to get the sort of explosion that you would need to cause multiple casualties, I believe that's why it's used more in car bombs. There's Acetone peroxide but you've only got to look at that the wrong way and it explodes in your face. Quite how the 7/7 bombers managed not to blow themselves up is anyones guess, the chaps that tried the same thing a week later didn't have as much luck.
That being said, shaped explosives like a nail bomb are a possibility, but again you'd need a device that's not exactly small and the average cheap drone would struggle to take off with it taped to its belly, and most of the time people use nail bombs in dustbins and the like in order to contain the explosion until it reaches maximum potential and destroys the bin.
Outside of the western world, out in Syria and the like, then yes, all bets are off since explosives are easy to get, but in the western world, or at the very least in western Europe, intelligence agencies tend to keep an eye on who is buying what, and if you're found to be buying large amounts of the stuff needed to make a bomb, then your name goes onto a list and the house across the street from you gets new occupants with cameras and telescopes.