Targeted Electric Charge Particle Effect

First of all, I'm really excited about the Unity platform and the great community and I hope to learn some really wonderful things in the coming weeks. I would like to create a particle effect to simulate an electric charge. Imagine firing a laser beam with a lighting bolt trail. This is what I'm trying to accomplish. It would be from a fixed position to the center of an object in space. I would alter the color the particles in space based on the target.

Not really sure what I need and where to begin exactly. I would appreciate all responses to help in this regard. Thanks for everyone's patience.

There is an example project in the unity resource section showing procedurals, one example shows how to create a good looking lightning bolt.

You should also take a look at the shader section on the wiki which has some good particle shaders you can use.

Hope that will get you started :D