Watch the tutorial: http://www.blenderguru.com/videos/how-to-make-sparks/
Started as an experiment with the particle info node, then decided to have a bit of fun with the concept. Created in Blender, rendered with Cycles over 2 weeks. Post processing in Premiere with Magic Bullet Looks.
Music: Slo Motion Tokyo Soundscapes: http://www.bigfishaudio.com/detail.html?1400