My first suggestion is to use the LineRenderer class. Especially if you have a 2D game, you can easily set the correct positions of the line, while animating the mainTextureOffset of your line material to scroll your texture.
You could also use some sort of spritesheet animation to switch between different variations of a lightning to create a better effect.
I personally would only use a Particle for this effect to add some sparks around my LineRenderer.
I hope this helps you on your way.
Greets
Edit
To create a new line renderer, you need to create a new empty GameObject.
Just go to GameObject->Create Empty
Then with the new GameObject selected, click Component->Effects->Line Renderer
Now the line renderer component is added to your gameobject. Assign a material to that component and take a look at the parameters of the LineRenderer. You will see an array exposed Positions. This array is used for the actual positions of your points on your line. Note that it actually doesn’t matter where your “empty gameobject” is placed in the scene, because it’s the Positions-array that defines the positions.
When you want to create a LineRenderer through code, here’s an example:
GameObject newLine = new GameObject();
LineRenderer line = newLine.AddComponent<LineRenderer>();
line.SetPosition(0, linePos1);
line.SetPosition(1, linePos2);
line.SetWidth(_LineWidth, _LineWidth);
If you want to have a line with more than 2 points, you first need to call SetVertexCount to set the correct array size, because the default Component will only have 2 vertices.
This should be enough info for you to get started with LineRenderers.
And if this doesn’t deserve a thumbs up, I don’t know what will 
Cheers