Focus is pretty crucial to a decent photograph, so the suggestion to shoot out of focus might seem a bit odd. There are certain times, though, where it can be interesting to play around with and produce some nice results. Just stick the lens on manual focus and play around with the focus ring until you find a level of blur that's pleasing to you. I find it works best with night-scenes (produces coloured bokeh), flowers (look a bit impressionistic), but also some other scenes too (eg. snow falling on trees). The results are usually more art than photographs and whether you like it or not is subjective, but it can give a creative angle to an old view. Here's a few examples from my work.
Pont Alexandre III, Paris, France
Vieux Lyon, France
Snow falling in London
DaffodilsAnother way in which you can break the rules with focus (but not having everything out of focus), is by focusing on something that's not the usual subject of a picture. A good example of this is to focus on something other than the eyes in a portrait; this works especially well with dogs. I like to try this when photographing my own dog, Henry, as well as others; I particularly like macro shots of dogs' noses with the nose the only thing in focus, as their noses have such incredible detail.
See also: Part 1 - Go Out in the Midday Sun
Part 2 - Ignore the Thirds Rule of Composition
Part 3 - Turn it Upside-Down!
Part 4 - Shooting Landscapes in Portrait Orientation
Part 5 - Playing with the Zoom