Technique: Using Hyperfocal Distance
Your lens aperture setting will affect depth-of-field - the amount of an image that will appear to be in focus. The smaller the f-stop number, the smaller the depth-of-field. Practically speaking, if you open your lens all the way up and focus on something, chances are that less of what you see will ultimately seem in focus than if you stop the lens down.
But you may find that you need to use a wider aperture because of the specific lighting conditions. If you still want s big a DOF as possible, then you want to know about the hyperfocal distance. If you focus the lens on something that distance away, you'll get everything from that point to infinity and some about in front of it. Better lenses come with a scale that can help, as you can see in the image below:
The small numbers at the bottom are different f-stops. The numbers in the window are the distance at which you are focusing. Say you wanted the hyperfocal distance at f/16 (a smaller aperture, but the technique works there, as well). Then you'd set the focus on manual and turn it so that the infinity sign on the right was lined up over the 16. The center line on the scale below will point to the hyperfocal distance. The distance over the 16 on the right shows the closest distance that will appear in focus.
Ah, but what do you do when the lens doesn't have this feature? Use either a hyperfocal distance chart or calculator. Here's a spot that has some free downloads that should be useful. You might notice the term circle of confusion - I'll get to that tomorrow.