theres a couple problems i see with setting the focus to infinity and these are...
even if you focus on the moon ( which is a quarter of a million miles away ) your lens is never at infinity it is usually just before infinity ( well mine are when i'm taking photo's of the moon ) and the second problem is your apeture is wide open when looking through the viewfinder on most if not all modern cameras ( i'd say all dslr cameras ) and only stops down to your desired apeture when it actually takes the photo
so depth of field what is or isn't in focus can only be determined if you have a DOF preview button
another thing to consider is different lenses act in different ways
a zoom lens will throw everything but the subject out fo focus far more quickly than a prime or fixed focus lens at the same apeture setting also zoom lenses compress the forground so ther is no sense of distance
prime or fixed focus lenses don't
i can see what your saying but it's not as clear or a simple as that
the way i keep everything in focus is to use a small apeture setting and focus somewhere in the middle of the frame and then reframe for the photo
works for me
don't get me wrong i'm not having a go but what you say only really works for old manual lenses and cameras
in the digital world all the hard work as been taken away even if you set your camera to manual it will still auto focus although you can do this manually not many people do and as said above unless you have a DOF preview button and actually use it there's no way of knowing other than experiance or guesswork what will be in focus ( apart from the subject ) untill you take the photo and look at it
the general rule of thumb being the smaller the apeture the more will be in focus but even this becomes muddy because if you go too small image quality degrades due to resolution issues which can get really technical very quickly and not what this thread is about so i will leave it there for now