Best data structure for a particle system?

[Mikko Ronkainen]

Ok, thanks! That linked list cache thrashing was just the thing I 
knew that I don't know :)

Let's say I just use dynamic array and grow it when adding new 
particles to the system, and when particles die, just set their 
dead flag on. This means that, when adding a new particle, I need 
to scan the array first for possible dead particles that can be 
reused. Is there some trick that could be used here to reduce 
excessive searching/iteration?