I was playing around with Particular 2 and came up with this particle swirl using a couple of smoke images as particles. I love that Particular 2 reacts to the lighting as well as fake shading to make the particle seem more volumetric.
Here is what I did, in Particular 2 custom particles are called Sprites, so once you select this as your particle type, the texture slot becomes available to use my smoke video that is included with the project download. I stretched the particle area and rotated the world transform to make it look like a twister. I added a couple of lights to give it coloring and a BG gradient.
Download Project CS4
(Sorry but I sometimes forget to use CS3 so more people can open it but the smoke element is inside the Footage folder for you to experiment. )