Depth of field is a full screen effect, like others that work in screen space, they will affect the entire screen. So you cannot exclude just one mesh. This goes the same for ambient occlusion, bloom/glow, tone mapping, etc. The only work around is to use separate viewports. This sort of works, but it's a hack, and there are visual problems at the border (bad anti-aliasing, colors bleeding, etc.). In addition, there is a performance cost to each additional viewport. I've done 2 viewports at once and had acceptable performance, but it took a huge hit and may make the game unplayable on low end hardware. For some sorts of effects, like mirrors, you can render at the lower resolution, and this helps, but even so, more than like 3 or 4 viewports is probably pushing it. Fog may be possible by editing the standard shader.
