A simple technique to get photographs that are both in focus and a bit blurry at the same time is to simply breath on the lens. The
Halitosis filter will then add a bit of a blur to the light sources in the image. This effect is especially pronounced in
nighttime photographs where there is classicly a very sharp edges to
illuminated signs that now become fuzzy.
There are a fair number of filters (especially for the Cokin Filter System)
that exist for sole purpose of distorting the photograph. The simplest of these filters is that of the diffuser (often with a 'center spot' where the effect is removed). Like the Halitosis Filter (above), this will blur the images. Many times, splotches of other colors are added to the filter (either 'cold' or 'warm' colors) that will blur the surrounding image leaving the subject untouched or minimally touched.
While the diffusers are nice, some of the photographic artists want a bit more creative control over the image. This is often done by painting on a basic filter (typically a UV or basic filter) with either varnish or Vaseline. With Vaseline, areas that are left unpainted are sharp and clear, while the painted areas are blurry. Depending upon your focal length and lens, and all of the other factors in photography (f-stop, distance to subject) it may actually be possible to see the brush strokes.
Furthermore, it is possible to find colored Vaseline and varnish - though it is easiest to find them in conjunction with photographic equipment for exactly this purpose. Both Vaseline and varnish have the advantage of being able to be washed off with minor hassle, though remember to use a filter that is either meant for this effect or one that you aren't too concerned with loosing.