Quite big tiny particles in this application: Xenon is a fairly hefty atomic number of 54 - exactly double iron.
And you need quite a bit of it: even fairly small spacecraft like probes can have nearly a tonne of the stuff. Which, considering there's only 30-40ish tonnes extracted per year at a cost of about 1.5ish dollars per gram is quite a bit!
Ions are small enough that you can bring enough for a whole trip pretty easily. Yes they're still consumable, but you need a tiny fraction of the reaction mass you need with a conventional rocket.
Ion drives ionize particles like xenon and expel them; they're much more fuel/weight efficient than burning fuel but they still use fuel, unfortunately.
There's been a number of pure electric propulsion proposals or prototypes, but they've all turned out to be a hoax; the latest one I recall was the EmDrive [0], where any paper claiming it produced positive thrust was debunked with the measurements having been influenced by outside forces.
The TL;DR is that reactionless drives are not possible due to Newton's third law. This page / this website is always a great resource for things like this, it's in the context of writing science fiction but it has tons of research: [1]