Giant shockwave - not entirely obvious in a still, but this shockwave starts in the center and expands outwards, rippling everything in it's path.
Raindrops - lots of little raindrops splashing on the ground then fading into nothingness.
I've got one more effect I'd like to do, which is a small-scale heat ripple, suitable for jet engines or similar. Instead of the rather heavy and uncontrolled particle simulation method I'm going to go for a few scrolling textures over a fixed mesh. However I have to refactor some of my texture preprocessing first - currently it only outputs sprites (packed inside larger textures), but if I want to scroll them it has to output full-sized textures without visible seams.