Well, aside from blurring, lighting, lines (converging vs straight), contrast, shadows all affect depth. The idea of depth is to emulate what the eyes see with its limited focal area. The only real clear image we see is our central vision and everything else in the periphery is distorted/blurred. Same goes when it comes to distance between the object and your eyes. You don't want the depth-of-field to be too shallow, since that means a huge part of your work will be blurry, and you don't want it to be too wide, because if everything else is crisp (especially in tags/sigs), the image will look dull, unfinished, and flat.
Blur is only effective if a multilayer background does not have a uniform distortion. Take your thumb and place it 10 inches away from your face and focus on it - you will notice that the rest of objects in front of you are blurry; the further they are, the more unclear the image is. Why am I going on about this? Apply that to your work.
