DPSF

DPSF (Dynamic Particle System Framework) is a free programmer's tool for creating custom particle systems in XNA quickly and easily.
Incorporate particle effects into your project within a matter of minutes by using the provided Default Classes.
Unlike other particle system APIs / libraries, DPSF is flexible and allows you to code your own custom behaviors into the particle system; You are not limited to only using the parameters provided by the framework.

You can create and control your own particle properties to make just about any effect you can imagine; If you can code it, you can create it in DPSF.