My very first taste of particles was working on Quantum of Solace. I learned enough of 3DSmax, pflow, and krakatoa in a month with the help of Jignesh, and pulled off all of the sand shots in the opening sequence.
Since then -- I pretty much just experiment and play with as many tools as I get access too and just keep trying to learn and play. I tried to keep all of the test to previews, but did include some renders in there as well.
Excuse the lack of editing, just grabbed a bunch of clips that were laying around on my PC.