Particle systems are a very common technique used when rendering something with a shape that's either too complex to render using single mesh or when there are many simple shapes that move in a complex pattern. Fire is a good example for the first case, because the flames produce a random shape that can't be modeled beforehand. On the other hand, rainfall is made out of many simple streaks which move in a complex pattern, which is an example for the second case.
In this recipe, we will concentrate on rain because it requires a relatively simple simulation which is mostly effected by gravity. With a slight modification, the same simulation can be extended to support snow and steroid showers. Other types of particle effects such as smoke and fire, can also be handled entirely on the GPU, but the simulation required is going to be much more complicated.
The following screenshot features a scene with rain:
