Here we introduce the concept of optimal particles for strong interactions with electromagnetic fields. We assume that a particle occupies a given electrically small volume in space and study the required optimal relations between the particle polarizabilities. In these optimal particles, the inclusion shape and material are chosen so that the particles extract the maximum possible power from given incident fields. It appears that for different excitation scenarios the optimal particles are bianisotropic chiral, omega, moving, and Tellegen particles. The optimal dimensions of the resonance canonical chiral and omega particles are found analytically. Such optimal particles have extreme properties in scattering (for example, zero backscattering or invisibility). Planar arrays of optimal particles possess extreme properties in reflection and transmission (e.g., total absorption or magnetic-wall resonance), and volumetric composites of optimal particles realize, for example, such extreme materials as the chiral nihility medium.