Cage is the descendant of Greek warriors and gained some of their miraculous godlike power. He did all his own special effects and supposedly only his director/not even his director (don't remember which) knew about his powers.
Jax and Sonya both have some wrist mounted firing devices I'm sure, they both seem to use the arm with the PDA on it (at least Sonya's, don't know about non-armed Jax) as for Sonya's kiss its just her blowing some dust of some sort.