Explosion generator that might require compilation but I think there's a link to a java version in that thread as well... http://forum.freegamedev.net/viewtopic.php?f=6&t=2050

A bit off-topic: "Free" can relate to the code of the generator and to the license restrictions of the produced content.

For example MBROLA (voice synth datapacks(?)) restrict many uses: http://tcts.fpms.ac.be/synthesis/mbrola/mbrlicen.html

Many "free" generators restrict the use of the content createt, mostly it's something "free for private and commercial use", but only if you distribute it as part of your "product", you are not allowed to resell the generated content as yours, which is understandable, but this leads to the question if you are allowed to share the content alone under open source license, which could be understanded as a part of reselling/redistribution, so things are not very clear in many cases.

http://www.positech.co.uk/content/explosion/explosiongenerator.html -generates animated sprite explosions

I might help if you need anything specific. Except for sound, which I dont have experience.

I do not need it at the moment, but when I was searching I could not find much about muzzle flashes.

@Duion:

lhfire build 20070412 particle effect renderer used for the explosions, plasma shots, and other sprites in the mod, can make .spr, .spr32, and .tga output, read the included scripting info for use

http://icculus.org/twilight/darkplaces/download.html

It's a scripted particle renderer but it has a muzzleflash.txt, which might allow for easy creation of variations.

How could anyone forget fxgen?

Ooh, don't forget as3fxr for generating retro-style sound effects.

http://neotextureedit.sourceforge.net/

http://www.frecle.net/index.php?show=treed.about (3D tree generator)

http://structuresynth.sourceforge.net/ (3D-vis formula stuff for ppl that like math) 

http://www.rinkworks.com/namegen/

 http://www.seventhsanctum.com/ (Plot, Character, Name, etc - generators, web-only, all in english)