Do I have to use depth sorting if I load my particles(textured quads) from tga images(with alpha).
Or can I just use blending?
Depends on what effect you want to get. Use a proper blendfunction, and depthsorting might not be needed. And the alphachannel in your image might not be needed in some cases.
Explain what you want to do with the particles, and I/we might be able to help you some more.
certain blending modes dont need to be sorted eg GL_ONE,GL_ONE .
like Bob saiz it depends on what u wanna do