For instance here https://etherscan.io/token/0x06012c8cf97bead5deae237070f9587f8e7a266d?a=1 is token 1 of CryptoKitties and there are some transfers, but ether value is always set to 0 ether and I guess people paid something for this. So I guess I can see that value somewhere else. The question is where can I see this?
It depends on what function is called. If you open the link you can see four transactions. Click any one of the transaction hashes, select click to see more and there you will see the function that was called. This transaction 1 consists of a bid function where obviously a certain user would have placed a bid on the token during the sales auction as is evident from the "From" parameter. The other 3 transactions do not require transfer of ether.