Shadows are enabled by default, though shadows need something to cast on to be shadows. You can try using the floor with a diffuse color that matches your background color.
I guess you can try to fake some particles with some square polygons + clouds textures and their own alpha. And to get the glow use a powerfull emissive map with the Bloom enabled in the post-process.
Oxy, those problems become much more intense if you have lights other than the skylight added - if you have some, try turning them off to see if that makes it bearable. Not being able to use lights is a bit shitty though. Earthquake, here are some screenshots I have of the issue (win7, amd 7870). Note the one circled in…
A few things have been known to cause this, but I'm going to wager a guess that your mesh has no vertex skinning data with it, but you have enabled the "vertex skinning" tickbox on it's materials. Lemme know if unchecking that tickbox fixes your problem.