FXhome has released 2 new After Effects filters for Mac & Windows. MuzzlePlug lets you easily create weapons fire, from modern day to futuristic, with 3D and subcomponent controls. PowerPlug lets you create a variety of lightning, electricity, and plasma effects.
The demo movies for MuzzlePlug makes it especially seem worth a further inspection if you don't have The DV Rebel's Guide or After Effects CS3 Studio Techniques muzzle flashes, squibs and energy effects.
Update: Mylenium adds "let’s not forget about various sources for stock footage like Detonation Films or Andrew Kramer’s Videocopilot site. Personally I’d think real hard about it." Given the alternatives, perhaps the price is high -- but the 3D controls inside the Comp window seem cool.
Update 2: Maltaannon has a review and tutorial of MuzzlePlug.
Update 3: MuzzlePlug was EOLed and replaced by the app Hit Film.