The Blender particle system can at times be a little limiting and finicky (and buggy) to get working. Even if it can get most straight forward jobs done, it is far from the most advanced system, and could benefit largely from advancements.
The menu organization doesn't make sense, and leaves you searching all over the place for functions that should fall under one category. For example, the option to bake your animation isn't under the Animation menu.
I am a Maya certified animator who now works with blender. I use Maya for particle systems, the rest is done in blender. If you have a Radeon card you can use Radeon Prorender, works fast and really good results.