So, I have some card with Cumulative Upkeep like Illusions of Grandeur or Thought Lash, I mean, bad effects if you don't pay.
And in response that the effect (due that I choose doesn't pay the cumulative upkeep) it's put into the stack I use some donate effect.

What happens next? the effect goes to the new controller of the card? or it affects me yet? please explain with the rules that I need to use.

Thanks

I'm not entirely sure I understand what you're asking, but if you are asking:

What happens when the Cumulative Upkeep trigger resolves and I don't pay if an opponent gained control of the permanent with Cumulative Upkeep before the trigger resolved?

Then the answer is that you can't sacrifice a permanent you don't control. Because the Cumulative Upkeep ability triggered while the permanent was under your control, you control the ability on the stack. Regardless of who controls the permanent when it resolves. You put another age counter on the permanent, and then your opponent sweats it out as to how they're going to pay on their upkeep. If they can't give it back to you somehow.

Thought Lash is a special case, as the Oracle text specifies the player who didn't pay the cumulative upkeep cost. So donating it to an opponent to avoid the backlash of not paying the Cumulative Upkeep doesn't work.

Yeah thanks that's what I like to know and the key is who control the ablity or the effect of the cumulative upkeep, now I know how to play it better, thanks.