You know, I've never actually used the particle system. I think it would be phenomenal if someone (denzer) put together a jme2 wiki tutorial on the particle system for making a fire effect. Maybe its easier than I think it is, but I would like to see one.
hm well im afraid i wont have time to create a step by step tutorial but i already planned to just release one of my unused fire effects jme, so everyone can take a look how it's done, replace the particle and play around with the color settings. But be warned: it takes a lot of tweaking and thus time till you get really good results - i'm working with computer graphics since '92 so i know what looks good, realistic and why. on the other hand, i also got most of my knowledge by trial and error - can be lots of fun but also very frustrating 
right now i dont know which fire effects we will use for the game, so it can take a while till i post one. perhaps i'll find the time to create a simple one just for demonstration purposes without focus on realism.
i started a project showcase thread where i’ll post screenshots every now and then: http://www.jmonkeyengine.com/jmeforum/index.php?topic=11380.0
but i’ll post the .jme of the fire later in this thread - my apologies if it takes a while, i’m pretty busy.