Technique 6
Using the blur filter is fun, but you have to use it carefully or you'll end up with, well, a blurry image. This technique uses the blur effect, but by using the eraser, it lets us pick and choose exactly where we want the blue to be.
To begin, you'll need to duplicate your image layer. This way, we'll have one layer to blur, and one to keep as the original. You'll need make sure your layers window is visible first. (If it's not, go to your top toolbar and select: Window > Layers.) Once you've done that, right click the orignal layer in your layer selector, and select "Duplicate Layer" from that dropdown list:

Great, you now have two copies of your image. Next we're going to apply the blur to the top layer. There's quite a few blur filters for you to choose, but for this tutorial I'm going to use the "motion blur." To open that window, go through your taskbar and select in this order:
Filter > Blur > Motion Blur

In this window, you can choose the angle of the blur as well as how much of it you want. (There's no real wrong way to do this, but I like to have a simple blur that doesn't go too crazy.) Choose what you like most, and select "ok" when you're done.

If you look back to your layers window, you'll notice you now have two layers: one with the blur, one without. To get the effect we want, we're going to erase away some of the top layer to let the original one come through. (This gives us the power to choose where we want the blur, and where we don't.)

Now, select your eraser tool. You'll need an airbrush to get the right look. From your brush selector, select the "Basic Brushes" and choose one of the airbrushes there. I'll use the 45px one:

Once you've picked your brush, just erase away whichever parts of the picture you want. Since I'd like to be able to see the face, I'm going to erase around there, as well as some of the clothing:

Erase as little or as much as you want really. Once you're done, your image will be blurry, but only where you want it to be: