We study the behavior of shell effects, like pairing correlations and shape deformations, with the excitation energy in atomic nuclei. The analysis is carried out with the finite temperature Hartree-Fock-Bogoliubov method and a finite range density dependent force. For the first time, properties associated with the octupole and hexadecupole deformation and with the superdeformation as a function of the excitation energy are studied. Calculations for the well quadrupole deformed 164Er and 162Dy, superdeformed 152Dy, octupole deformed 224Ra, and spherical 118Sn nuclei are shown. We find, in particular, the level density of superdeformed states to be 4 orders of magnitude smaller than for normal deformed ones.