Building an Advanced Particle System
John van der Burg
Designing an Extensible Particle System Using C++ and Templates
August, 2003 - Kent Lai
This article shows how to write a highly customizable particle system, based on C++ templates.
Building a Million-Particle System
July, 2004 - Lutz Latta
Shows how to implement a particle system on the GPU, including birth, death, forces, collision detection, and more.
Soft Edges and Burning Things: Enhanced Real-Time Rendering of Particle Systems
Aug, 2006 - Tommy Ilmonen, Tapio Takala, Juha Laitinen
This article explains two visual improvements over traditional particle systems: soft edges where particles intersect solids, and controlled additive and transparency blending.
Particle Systems API
David K McAllister
Open source particle systems API, which seems to be very capable.
Creating Fire in a Particle Editor
Feb, 2009 - Bulatov Evgeni
Explains how a particle fire effect can be created with Magic Particles. The explanation is detailed enough that this can probably be brought into other particle systems with similar capabilities.
Make a Particle Explosion Effect
Oct, 2009 - Mike McClelland
An excellent article that shows what goes into an explosion particle effect. Directed more towards the artist than to the developer.