Not sure if you had a chance to take a look at it, but in my Dynamic Explosions VIP vids, I talk about a way to do this using Paint Effects.

Very Simply,
1. you draw a path curve on the path that you want this to happen.
NOTE, start your path at the point that you want the effect to begin, otherwise, you will have to do it over

2. Then, all you have to do is create a Brush with your desired "trail" settings. (i.e. look, color, etc.)
NOTE: there are MANY default brushes to choose from that you can alter to suit most shots (such as, blue paint, tire treads, fire, smoke, etc. ...even water & water falls)

3. Then, select your curve, THEN select your brush, and in the PaintEffects menu at the top (in the Rendering menu set),
choose:
PAINT EFFECTS > CURVE UTILITIES > ATTACH BRUSH TO CURVE.

and whala!!

The curve will take on the length and shape of your curve without having to paint in the viewport at all

Now, to animate the "Painting" or effect, all you do is key the "MIN and MAX CLIP attributes in your stroke to animate the "effect" from one end of the curve, to the other

Good luck!

PS, in my tut, this is one way that I show how to do missle trails