Thanks to the hard work from http://www.strangehappenings.org I did not have to take the time to do the imaging part.

  Below you will see a large variety of "Orbs" that have been captured on camera. These "Orbs" are NOT spiritual phenomena, energy phenomena or paranormal phenomena in any form. All the samples below can be recreated (and were created) in a very natural manner. By simply using:

• dust
  • Sprinkle or throw dirt/dust from a vacuum cleaner bag or catch to produce "Orbs"
  • Better Results can be had with dust within 4~5 inches of camera lens
  • Even better, "realistic orb" results can be had by using less dust and catching only a few particles of dust
• pollen
  
  • Pollen from different species of plants creates a wide variety of results/color
• moisture
  
  • yes, even Frebreze... This type appears as more of a clear/white "Orb"
• bugs/hair
  
  • I've had results where bugs or 'free-floating' hair produce very similar effects as seen in the bottom picture

  There also appears to be an interesting 'depth perception' issue with these results... Some claim that "yes, they look similar to this but, it's 30 ft away!". Hmmm, doubtful again! We're all aware (or can assume it's obvious) that dust comes in many forms, factors, shapes and sizes. A very small 'spec' of dust that only refracts/reflects a small amount of flash is actually only a few inches from the camera will appear as though its rather far away.

  The biggest question to ask yourself when you see an "Orb" isn't necessarily "How is that 'not' some sort of unnatural phenomena? It looks so cool!", But rather "What stirred up the dust?". If you're outside, no matter what the wind feels like, there will almost always be a breeze of some sort. Which directly relates to dust or pollen being easily scattered about. Days with virtually no wind can explain why your "Orb" appears to have erratic behavior but stays in view of the camera for multiple shots giving the illusion that your "Orb" is curious or checking you out!

  Now on to the possibilities. There are some claims that 'pure energy orbs' can be paranormal but don't have any appearance or similarity to the below images. This 'real' orb is said to have a solid mass, not be transparent and give off a very definitive glow. I have not been able to find a good picture of this except from websites that claim to have a 'real pure energy orb' but seem to be taking hundreds of pictures with vehicle tail lights or lamp bulbs in the shot. These also appear easy to throw out when involving a light or highly reflective surface. No matter how many times you catch it on camera it always appears to be in the direction or in a relative location compared to the light or surface.

More later if I get anything good...