These visual effects have many parameters. The level of transparency or blurring can be varied in all of them, and some have alternative visual representations. Exactly which parameter and style should be used depends on the exact situation. For example, making grabbed objects transparent may not be appropriate if most objects in the scene are transparent - using wireframe would be more suitable.
While we have not performed user studies, we have found that a consistent choice of parameters and styles can effectively produce a visual language of the effects of lag in a system. Cloudiness as seen in blur effects visually tells the user that the situation is uncertain in ways that precise rendering styles like motion lines do not. We feel that using motion blur to suggest continuous motion, the "taffy" effect for manipulating objects, and defocusing when delays occur is a particularly good example of this kind of visual language.