Recently, I was asked to write an essay and to number its paragraphs. I couldn’t find anything premade, so I worked something up using the ledmac package. It isn’t perfect (you need to restart it after using the quote environment, etc.) but it did the trick for a simple essay. In case anybody else is looking to do something similar, here’s how I did it:

\documentclass{article}
\usepackage{lipsum}
\usepackage{ledmac}
% \reversemarginpar % Uncomment for in the margin
% \setlength\marginparwidth{2em} % Uncomment for in the margin
\newcounter{para}\setcounter{para}{0}
\newcounter{thispara}\setcounter{thispara}{0}
\newcommand*{\newpara}{ %
  \refstepcounter{para}
  \setcounter{thispara}{\value{para}}
  % \marginpar{{\textbf{\thepara. }}} % Uncomment for in the margin
  \textbf{\thepara. } % Comment for in the margin
}
\begin{document}
\title{Lorem Ipsum}
\author{Ryan Kavanagh}
\maketitle
\everypar{\noindent\newpara}
\lipsum[1]
\lipsum[2]
\lipsum[3]
\end{document}

See the instructions in the comments for having numbers in the margin.