I have very rarely used particles, either in AE or LW. There used to be a set of plugins available for AE called "Final Effects" but they dissappeared. I messed with their particle generators a little bit. I'm under the impression that some of their capabilites were built into the newer versions of the AE particle plug in but I haven't messed with it. I have actual flames and explosiions and smoke stock footage that includes alpha channels. I use it instead of particles.

Before they made me they broke the mold!
http://home.roadrunner.com/~kflach/