How to create dummies for certain columns with pandas.get_dummies()

It can be done without concatenation, using get_dummies() with required parameters

In [294]: pd.get_dummies(df, prefix=['A', 'D'], columns=['A', 'D'])
Out[294]: 
   B  C  A_x  A_y  D_j  D_l
0  z  1  1.0  0.0  1.0  0.0
1  u  2  0.0  1.0  0.0  1.0
2  z  3  1.0  0.0  1.0  0.0