Particle effects, usually simple flat textures on quad polygons, drawn always facing the camera, usually with an additive material so that they "glow" when sorted on top of each other.
if you want to have some fun, grab yourself the Unreal Engine 3 and learn Cascade (the effects editor) if you do the tutorials those will show you a basic way to make fire, trails and sparks; all which utilise the same idea which is what MoP described.
Replies
...what they said.
Thanks guys! I will try to make this magic!