Near-far. Wide angle tech. question.

I'm interested in capturing some of the near-far wide angle lens shots. You know, the shots where you have an established object in the foreground that sort of leads the eye into the distance. In so doing, what is actually the object of your focusing? Is it the near object, something around the middle point, or the far object? Even if one shuts the aperture way down, would f8 be enough, or are we talking f16 and beyond?

In general, what's the technique(s) that I need to understand to capture these really "neat" images?
Thanks.