Particle systems:

Particle systems are great for Creating a bunch of detailed individual dust particles. The more particles you add the slower your render and the more memory you'll use. Particles are great for foreground dust details.

Basic Particle Systems:

Add an object as your emitter (plane/cube etc..)
Goto Animation Buttons(F7): Select New Effect. addpart.jpg
Change Build to Particles. chgpart.jpg
The SettingsThe Results
partbut.jpg city with particles

Things to try:

  • Try making a few small particle systems (low number of particles) that use dupverts with different objects on each particle system. (This would be good for say snowflakes.)
  • Try different shaped emitters. (You may notice certain patterns of particle emission to get around this select the emitter and in the edit menu(f9) click the hash button after you have selected all verts)
  • Try making a couple of emitters emitting particles in opposing directions.
  • Play with the halo settings in the materials.

More info can be found: