really depends on what you mean by beam. if you want constant lightning between two points it could go either way but a particle would look nicer. if you want a single bolt of a defined size and shape to fly from point a to be then you could use a mesh. its really hard to say, even more so since i havent done work with any kind of beam. i would say if you know how to make the particle system then go with that rouse since it will probably look better. but then again you could always get really creative with some scripting and come up with anything