Someone said this already, but its worth repeating: Pick 2 focus points, and make sure that they are both on the horizon. Using the old "rule of thirds," you should use the 2 focuse points just above or just below the widest portion of the array in the viewfinder, and superimpose them on the horizon. Using the "focus, recompose, shoot" technique, the dont have to be the same focus points you are using to actually focus on your subject.
You could use 2 focus points that are directly above & below one another, to superimpose on a convenient object in the picture (say, a phone pole or the edge of a building). But its better to pay attention to the horizon; less problems with lens disortion, I think.
If necessary, press the focus point button to make them all light up. But I havent found that necessary.
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JC