The thing that frustrated me is that I can't use FFP light and that I'll be forced to create light using Shader.
Sparks are emissive (they are lights) so they don't need to be lit.
Can you show me a simple texture that could be used for sparks? I'm not sure how the texture should look like.
I would render them as lines, as mentioned above, and colour them with a gradient from the front to the back of the line.
You could either do this with a 1D texture, or by simply using vertex colours:
What I know is that Volumetric lines can be used for laser beam, what that has to do with the particles engine?
There's many ways to draw particles.
Instead of drawing a quad where the particle currently is right now, you can draw a line between where it is now, where it was a moment ago, and where it was a moment before that. This gives you a curved line. If you colour that line with a gradient like above, and render it with additive blending, then you get the impression of a very fast moving bright object.