Todd Klindt has made a very useful SumUp on how to create different SharePoint Admin Permissions.
For more information, take a look at Todds post Demystifying SharePoint Admin Permissions at Todd Klindt’s SharePoint Admin Blog
Web Application Policy
How Do You Give It?
In Central Admin > Manage Web Applications > Policy for Users
Farm Administrators in Central Admin
How do you give it?
In Central Admin > Security > Farm Administrators
SPShellAdmin
How do you give it?
From PowerShell with the Add-SPShellAdmin cmdlet.
Service App Administrator
How do you give it?
Central Admin > Service Application Management. Highlight the service application and click “Administrators” in the ribbon. Add the user to the Administrators list.