daniel1948,
Although there may be a third party solution, I believe that there is no native way to increase the intensity of the focus.
Have you experimented with using the
Expose feature?
If you close a window in OS X, it will generally not close (quit) the application. Specific exclusions to this rule will exist, and it it will not for example apply to single window applications such as System Preferences. Closing the window in System Preferences, will quit the application.
I generally keep most applications open all of the time, and use ( + Tab) to switch between open applications. Only if I need to use a memory intensive application will I quit (close) applications.
Use (Option + + Click) on an open but unfocused window to switch to that application while hiding the others. Use (Option + Click) on the desired window to hide the current application without closing other application windows.
The application name in the menu bar next to the Blue Apple is another highly obvious indication of the focus.
Personally, I find the windows way aggravating. The more you use OS X, the more distant the windows memories will become.
Perhaps other users will give you their tips.
Good Luck.
;~)