Currently you need to use layers to add effects to objects, but I think it would be a lot easier and better in general if you could apply effects to specific objects using events instead of having to move the object to a layer. It could also allow for more customization, if for example you wanted to give objects a glow based on one of their objects variables.
The first steps for add effects on object has started some days ago.
This is in progress
Here if you want follow the main thread (for developpers).
Oh wow! Thanks for the info, I will check it out.