In part, this is a matter of practicality: while one can easily use depth-of-field techniques with a 35mm camera, most DV camcorders have sensors smaller than a piece of 35mm film and are generally shot at the wide end of the lens -- two conditions that end up creating deep focus. This means that in your typical "stand a few feet away from the subject" setup used by small-crew and solo documentarians and video bloggers, your subject is in focus and so is the background.
That's fine, but for greater control, experiment with this:
1. If your camcorder allows it, set your aperture on the F-stop with the lowest number. That is, the end of the aperture scale that is F1.4, F2, F2.8, or F4.When you try this setup -- or a more refined version where you set up a subject at the near end of a room and shoot into the room to create depth -- you will discover you are able to get your subject in sharp focus and to throw the background out of focus. That effect can work very well to control your audience's attention, and to emphasize your subject over their environment or background.
2. Now zoom in. That is, use the long focal lengths your lens provides -- as if you were trying to bring a distant subject closer.
3. Now you'll have to stand further from your subject to frame them the way you want -- for example a "head and shoulders" shot.
4. Consider how you can solve the audio problem this may create -- if you are working with a crew, a boom microphone would be great, or you can use a radio-transmitting microphone, or a clip on microphone with a long cable.
It can make for a very creative and beautiful shot -- so try it out.