How can I give an imageview click effect like a button on Android?

You can do this with a single image using something like this:

     //get the image view
    ImageView imageView = (ImageView)findViewById(R.id.ImageView);

    //set the ontouch listener
    imageView.setOnTouchListener(new OnTouchListener() {

        @Override
        public boolean onTouch(View v, MotionEvent event) {

            switch (event.getAction()) {
                case MotionEvent.ACTION_DOWN: {
                    ImageView view = (ImageView) v;
                    //overlay is black with transparency of 0x77 (119)
                    view.getDrawable().setColorFilter(0x77000000,PorterDuff.Mode.SRC_ATOP);
                    view.invalidate();
                    break;
                }
                case MotionEvent.ACTION_UP:
                case MotionEvent.ACTION_CANCEL: {
                    ImageView view = (ImageView) v;
                    //clear the overlay
                    view.getDrawable().clearColorFilter();
                    view.invalidate();
                    break;
                }
            }

            return false;
        }
    });

I will probably be making this into a subclass of ImageView (or ImageButton as it is also a subclass of ImageView) for easier re-usability, but this should allow you to apply a "selected" look to an imageview.

You can design different images for clicked/not clicked states and set them in the onTouchListener as follows

final ImageView v = (ImageView) findViewById(R.id.button0);
        v.setOnTouchListener(new OnTouchListener() {
            @Override
            public boolean onTouch(View arg0, MotionEvent arg1) {
                switch (arg1.getAction()) {
                case MotionEvent.ACTION_DOWN: {
                    v.setImageBitmap(res.getDrawable(R.drawable.img_down));
                    break;
                }
                case MotionEvent.ACTION_CANCEL:{
                    v.setImageBitmap(res.getDrawable(R.drawable.img_up));
                    break;
                }
                }
                return true;
            }
        });

The better choice is that you define a selector as follows

<selector xmlns:android="http://schemas.android.com/apk/res/android">
    <item android:state_selected="true"   
        android:drawable="@drawable/img_down" />
    <item android:state_selected="false"   
        android:drawable="@drawable/img_up" />
</selector>

and select the image in the event:

v.setOnTouchListener(new OnTouchListener() {
            @Override
            public boolean onTouch(View arg0, MotionEvent arg1) {
                v.setSelected(arg1.getAction()==MotionEvent.ACTION_DOWN);
                return true;
            }
        });