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It's a shame Hasbro seems to have moved on from effect parts. There's so much they could've added.
Smoke plumes for missiles (pic related) seem like the most obvious choice, but also:
>exhaust fumes for Prime's smoke stacks/any carbot's tailpipes/planebot contrails
>multiple projectiles connected to one port, to simulate machinegun fire
>more than one flame part (only available in a hard-to-find Orthia limb)
>sturdy, clear "arcs" you can attach bombs to, to make it look like they're throwing a grenade
>eye beams for Kingdom Dinobot
>small muzzle flashes, compatible with Blackarachnia and Tarantulas's spider-legs
>spent bullet casings (painted) that are connected to a clear piece you can attach to a gun
There's so much more, as well, this is just off the top of my head