How To Focus Manually
Learning to manually focus lenses may seem arbitrary since most modern auto-focus lenses will usually hit their target but good photography is not just about if one or several final images work or not, it's also about knowing why and how those images worked so exact characteristics can be reproduced as desired.
Manual focusing builds awareness and understanding of ones environment and also aids in effective use of depth of field. Manual focus lenses are also often cheaper and better made than AF lenses so there's usefulness there also.
The easiest way to manually focus is by looking through the viewfinder of an SLR and rotating the focus ring until the image is in focus. Modern DSLR's usually feature matte focusing screens which are fresnel lenses that simply show an image in or out of focus. You can also purchase split image screens to replace matte screens which cut an image in half at the center. You simply line up the two halves to focus. This is a good way to focus for speed and for those of us who where glasses. The problem with split screens is that they cannot be used effectively with slow lenses, usually below f2.8. Another problem is that DSLR's were not designed for manual focus and have very dim, poorly made viewfinders that use mirrors which diffuse light instead of solid glass prisms like film SLR's do. DSLR's tend to have electronic focus confirmation though and that can be useful.
A somewhat lost art of manual focusing is scale focusing, or guessing. By learning the extremes of 3 feet and infinity, then learning various distances in between, you can learn to pre-focus your lens before even bringing the camera to your eye.
This comes in handy for speed, awareness and other practical purposes. Speed because you can have your image close to being in focus before you even lift the camera to take the shot (potentially faster than auto-focus in some conditions.) Awareness because you start looking at the world in terms of feet or meters and you'll know if you have the correct lens or settings set on your camera for whatever subject you're looking at without having to try to take a photo, fail and realise something needs to be changed. And for practical purposes, if you can manual focus quickly and guess distances accurately, you become able to use very cheap manual focus lenses and earlier cameras instead of always relying on expensive auto-focus ones.
I'll never understand why people blow money on expensive thousand dollar auto-focus lenses for landscape, architectural, macro or anything besides sports and candid portrait photography. If you mainly shoot landscapes, for example, your focus is going to be set on infinity pretty much all the time, so why not buy a super fast 50mm 1.2 manual focus for almost the same cost as an auto focus 1.4 or 1.8? Increasing numbers of photographers are trying out new, more exotic Zeiss and Voigtlander 100% manual lenses as a reaction against the poor craftsmanship of modern plastic AF lenses. Then you're spending your money on better optics and durability instead of servo motors and lens chips you aren't going to need. This will put the power in YOUR hands and allow you to make higher quality images simply because you disregarded an easy comfort and invested in nicer glass.
Learning hyperfocal distance is another way you can manual focus. Most good lenses have a hyperfocal distance scale on them. Look at the scale of double apertures by the focus ring. There is an f22 at either side, then 16, then 8 and on down. To use this, you simple set your desired aperture (the smaller the better for ease of focusing) then turn your focus ring so that the infinity mark is lined up with your chosen aperture, let's say f22 here. The number of feet/meters on the other f22 is the number of feet to infinity that your photo will be in focus. For wider lenses, you can get as much as everything from 5 feet away from the camera to infinity in focus! You obviously can't obtain a shallow depth of field with this method but the cool thing is, you really don't even need to use your viewfinder to focus at all. Great for candid and street photography.
And hyperfocal distance brings up depth of field. The focus scale can also be used to determine depth of field. Check out the Manual Aperture topic for more information on that!