It like to set up that when some units move into a specific location, they get instantly bombed by (several) nuclear missiles or other things like dark swarm or psionic storm. And they have to get those attacks as long as they remain in that area. Preferably without any of these units visible: so no visible defilers, but if they're hidden (cloaked)its ok.

Instant Nuke - not possible
psionic storm - relies on AI and someone hitting the HT.
dark swarm - relies on AI and someone hitting the defiler.
If you're looking for visual effects effects, try http://www.staredit.net/topic/2403/

I highly recommend just killing some stuff.

Is there a guide of how to create any of those visual effects?

They are all pretty obvious. Just kill the unit for most of them.

A suggestion about doing damage: Create cloaked wraiths. Order them to the center, and then they will create a nice blurry ring that shoots lasers.

oh i thought those visual effects keep on visible. too bad.