It depends on the circumstances. If, in a double slit experiment, you fire a single electron through one slit, one at a time, then the electron will somehow interfere with itself and create an interference pattern on a screen. However, if you try to observe this by putting observers on either one or both of the slits, then this effect will not happen.
Going back to what you were saying earlier, some of these particles can be useless. A pi0 meson, for instance, is composed of a pair of any quark-anti-quark combination (i.e. up, anti-up; down;anti-down, etc) and hence will annihilate itself after a very short period of time. However, I do think this can be used as an exchange particle in some circumstances.