In Motion: Particle Emitters/Sparkles
That's an entire folder of sparkle effects that can be easily customized to look like the sparks you're looking for. My personal faves for what you're doing would be Red Sparkler, Sparkle Implosion, or Tinkle.
You'll have to mess with the speed and life to get a fast fly away spark as for a cattle prod. But there is plenty to work with.
Andy