You can use layer masks..... if for example you wanted to blur or sharpen parts of the image...... simply duplicate the layer..... add the desired effect.... then add a layer mask to that layer (either from the top layer menu or the mask button on the bottom of the layers pallet) and then using black and white brushes, take away areas you dont want to have the effect. This will reveal parts of the untreated layer beneath. Black conseals, white reveals.
If your unsure of this technique, google search for 'layer mask tutorials' you should find something fairly easily.
Another method would be to use the quick mask tool.... again google this for tutorials.
or at the bottom of the layer palette, use the adjustment layer (here you can do hue/saturation, curves, brightness/contrast) and it will add a layer for the adjustment and have a layer mask. then just "paint" out what you don't want to be adjusted.