In a nutshell, your image should be composed such that a third of the image in front is in focus when the depth of field preview is operated, with focus extending two-thirds to the rear from the point of focus. You will see the difference by stopping your lens down (DoF preview) at f5.6, compared to, for example, f11 to f16. In small formats like 35mm, anything above f16 can result in softening of the image as light is being bent around the aperture blades in the lens (defraction). Like CBG says above, DofF needs to be critically evaluated with long/telephoto lenses, but it's less of a concern with ultra-wide angle lenses (17 to 24mm) as those lenses have inherently great depth.