I dunno which camera you use... but if in doubt, dun use a shallow DOF, like if your lens is f1.8 or 1.4, dun use those, use f2.8 or even f4 or f5.6
anyway, like i say before... use manual focus. Train your eyes and fingers.
a simple exercise at home, place a bottle near the window, then try to focus at every distance. take 1 shot, and view at the computer and repeat. look for where is the centre of focus, how is the bokeh reacting, etc...
if your camera is those lower end DSLR... nobody can help you... cos even i have problem viewing thru those viewfinder... its too small... but i think alot have overcomed it... just that i have the luxury of bigger finder so if you think that what i have said makes no sense then nevermind... either upgrade your body or try to live with it.