Effects are obtained in different ways when they are released, usually via an event on site.
For the stardust effect, it was the Comet Festival on Scria. We will be holding another Comet Festival this year, for a different planet, and instead of Silver Stardust Urns, there will be [some other color] stardust urns. (If you search "stardust urn" in the Item Database, you can get an idea of what is yet to come ;) The Silver stardust urns work only on creatu from Scria. The Gold stardust urn will work on any species other than Uldavi. This info can be found on the items themselves, btw, if you look them up in the item database.
The Undead effect was released as an event around last Halloween. You had a chance to obtain the effect by having a compatible pet selected when Trick-or-Treating with other users on site. You also had the chance of obtaining the effect when resurrecting a pet from the graveyard, but that was only for the event; it was not a permanent feature.
The Frost Light effect was an event released around Christmas. In this event, you could explore caves and tunnels, and along the way you had the chance of obtaining the item that gives the effect.
In order to get any of those effects now, you would need to buy the item that awards the effect from another user. We will have more events coming up that release more effects so keep an eye on the updates! =)
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