Damage stacks. Bonuses and penalties or similar usually do not:
SRD on Casting Spells
Spells that provide bonuses or penalties on attack
rolls, damage rolls, saving throws, and other attributes usually do
not stack with themselves. More generally, two bonuses of the same
type don’t stack even if they come from different spells (or from
effects other than spells; see Bonus Types, above).
Different Bonus Names : The bonuses or penalties from two different
spells stack if the modifiers are of different types. A bonus that
isn’t named stacks with any bonus.
Same Effect More than Once in Different Strengths : In cases when two or
more identical spells are operating in the same area or on the same
target, but at different strengths, only the best one applies.
Same Effect with Differing Results : The same spell can sometimes
produce varying effects if applied to the same recipient more than
once. Usually the last spell in the series trumps the others. None of
the previous spells are actually removed or dispelled, but their
effects become irrelevant while the final spell in the series lasts.
It's pretty clear that whole section deals with bonuses and penalties and not pure damage (even if they affect damage rolls of other attacks, they are not damage spells themselves).
It's also pretty neat for instance to imagine an enemy sandwiched between two Walls of Fire and a Blistering Radiance (or two) cast on top of him. They all do fire damage so same effect, but they should all apply damage normally. There's no reason not to stack.
I'll go even further and say that overlapping area spells do stack all their effects. What I mean is if an area has 2 spells that Slow entering creatures and a creature enters, he has to make two saves, one against each spell. If he fails both saves he still only gets movement halved, not quartered. The Slow effect on him is not stacked. However if dispel is cast on him it has to dispel both spells/effects to "cure" him. This view is supported by logic of Same Effect with Differing Results ("None of the previous spells are actually removed or dispelled") and the section on Charm stacking:
Multiple Mental Control Effects : Sometimes magical effects that
establish mental control render each other irrelevant, such as a spell
that removes the subjects ability to act. Mental controls that don’t
remove the recipient’s ability to act usually do not interfere with
each other. If a creature is under the mental control of two or more
creatures, it tends to obey each to the best of its ability, and to
the extent of the control each effect allows. If the controlled
creature receives conflicting orders simultaneously, the competing
controllers must make opposed Charisma checks to determine which one
the creature obeys.