Isn't it interesting how, by diminishing the overall information content of the image by blurring it, it actually communicates more (in some ways, particularly depth) to the viewer?
Well, usually it's for a specific purpose (drawing attention to something) or aesthetic that you use a shallow depth of field. There have been artists in the past that tried to go extreme in the other direction, trying to capture as wide DOF as they could.
Both of these are good individually. But what is best depends totally on what exactly you're going for. Stanley Kubrick did very interesting experimentation with this.
