Personally, I'd open up Combustion or AfterEffects and capture a frame of a particle animated on a path - output one frame to bitmap, that's quite easy actually.
to me it looks like it could be done wiht illustrator, using multiple pen layers with a caligraphic brush stroke, then probably imported into Photoshop and added teh color and glow with multiple layers, some with gaussian blur and motion blur. (probably could have been done all in illustrator, but not sure).