if you want more control over the particles like shading, ambiet, diffuse, even reflection map etc.
I would recommend then to use "Trapcode Particluar" rather than CC particle world system, as trapcode particular have more precise control over the particles, emitter, physics stc.
hope it helps.
if you want to continue with CC particles, than you can use "Shaded Sphere" in particle drop dwon option to add reflection to the particles. light direction option is also available in extras to work further with the light directions.
if you choose any of the 'lens' particle types cc caprice world will use the layer it's applied to as a texture map. you'd want to either apply the effect to an image or piece of video rather than a solid, or you could add an effect that generates a texture (like checker board or fractal noise) and then apply particle world to see how the 'lens' particles work.
another option could be to use any of the 'textured' particle types, which allow you to select a different layer as a texture to use for the particles. I've done this to create glittery particles...
first create a comp to use as a texture. it shouldn't need to be too large, maybe 100x100.
add a new solid, add fractal noise and animate the evolutions to rapidly change from frame to frame and increase the contrast. if you want to color it, try adding tint, tritone or colorama, or you could colorize in the main comp if you'd rather, that way you can see how the system looks over your background.
bring that comp into the comp with particle world, select one of the 'textured' particle types, select the 100x100 comp as your texture layer in the particle settings and sett the texture time to birth. also, setting the color map to 'origin constant' will make the particles take on the color of the texture layer, rather than blending it with the color map colors.
There is program for creating special effects Magic Particles. It costs 90$ for 2D version or 180$ for 3d version and it has a free plugin for After Effect http://astralax.com/articles/ae
Maybe, such program will be better for you.