Since the early stages of thermal spray, it has been recognized that the powder composition, size distribution, shape, mass density, mechanical resistance, components distribution for composite particles play a key role in coating microstructure and thermo mechanical properties. The principal characteristics of particles are strongly linked to the manufacturing process. Coatings also depend on the process used to spray particles and spray parameters. Many papers have been devoted to the relationships existing between coating properties and structures at different scales and manufacturing processes. In many conventional spray conditions resulting in micrometric structures, among the different parameters, good powder flow ability, and dense particles are important features. Thermal plasma treatment, especially by RF plasma, of particles, prepared by different manufacturing processes, allows achieving such properties and it is now developed at an industrial scale. Advantages and drawbacks of this process will be discussed. Another point, which will be approached, is the self-propagating high-temperature synthesis, depending very strongly upon the starting composite particle manufacturing. However, as everybody knows, “small is beautiful” and nano- or finely structured coatings are now extensively studied with spraying of: (i) very complex alloys containing multiple elements which exhibit a glass forming capability when cooled-down, their under-cooling temperature being below the glass transition temperature; (ii) conventional micrometer-sized particles (in the 30-90 μm range) made of agglomerated nanometer-sized particles; (iii) sub-micrometer- or nanometer-sized particles via a suspension in which also, instead of particles, stable sol of nanometer-sized particles can be introduced; and (iv) spray solutions of final material precursor. These different processes using plasma, HVOF or sometimes flame and also cold-gas spray will be discussed together with the production of nanometer-sized particles via the chemical reaction method or by a special type of milling: the cryogenic milling process often referred to as “cryomilling.”