I'd like to add, expanding on KRyan's comment to Can Canbek's answer, that these various rules are used to let a spellcaster change a spell's energy damage type some of the time. A djinn-blooded sorcerer, for instance, can cast a fireball normally one time, or change it to an electricity ball another.
However, if you want a cold-themed character, for instance, just talk to your GM about taking standard fire- or electricity-based spells and reskinning them as cold based spells. This wouldn't require a feat or character option since you're not being given the versatility and flexibility of changing a spell's energy, just inventing a new spell - chill wave, for instance, that happens to be identical to the relevant fire spell (say, burning hands) but for frost.