Today I was kind of bored so I decided to write a simple particle system in XNA. The helpful tutorials over at http://rbwhitaker.wikidot.com/ helped point me in the right direction. This particle system is very primitive at the moment, a particle emitter follows the mouse around the window. When I get the time (or the motivation) I am going to add a few more features such as different particles (smoke, water, fire, etc.), some different effects like attraction and repulsion and maybe the option to place multiple emitters in the scene.
Although this particle system is in 2D, the concepts are easily translated into 3D. Most games engines include a standard particle system like Ogre3D does, but I wanted to learn how to create one from scratch anyway. The image in this post shows the particles following the mouse around the screen. I can post source code on request, but I would rather upload after I add some more features.
Here is a download link for the application for you to play around with (windows only) – Link