For $a\gg 1$ you can approximate the sum by an integral, to arrive at 

$$I_{a,p}=\int_0^\infty \frac{1}{(a+x^2)^p}dx=\frac{\sqrt{\pi a } \Gamma (p-1/2)}{2 a^p\Gamma (p)},\;\;\text{for}\;\;p>1/2.$$

This compares quite well with the sum

$$S_{a,p}=\sum_{n=0}^\infty\frac{1}{(a+n^2)^p}$$

as you can see from the plot where both $I$ (blue) and $S$ (orange) are plotted for $p=0.51$.

<IMG SRC="http://ilorentz.org/beenakker/MO/sum_integral.png"/>

All of this is for $p>1/2$. I wouldn't know how to make sense of either sum or integral for $p=1/2$.