another crosspost from spare cycles
For my Canon 70-200 f/4 lens I keep in my head some approximate equations for calculating depth of field (DOF) at f/4:
200mm: 11.5 / (100/distance)2
70mm: 89 / (100/distance)2
These equations look difficult, but if you keep to easy distances you can rough it out. For example:
200mm @ 10ft: 11.5/(100/10)2 = 11.5/100 ~= 0.1 ft
200mm @ 25ft: 11.5/(100/25)2 = 11.5/16 ~= 0.7 ft
To convert to other f-stops, you simply multiply (e.g. f/8 is twice f/4).
When shooting with the 70-200, the DOF tells you whether you're going to be shooting a lone rider, a pack, or a really-in-focus gear shift. My Tour of California photos from last year are full of examples of overly optimistic DOFs for my slow Digital Rebel and trigger finger.

above left: Horner's chest logo and thigh are in focus, but not much else. above right: I got luckier catching Ekimov's face, but the DOF is only about the length of his hands. If I had used a larger DOF, I wouldn't have tossed away as many shots. An alternative is to get a better camera, which I did.
My new 16-35 is adjusting my way of thinking on this. I can't extend my previous equation because at 100 ft, the DOF is infinity. In fact, at f/2.8:
16mm @ 10ft: DOF 21.4ft
16mm @ 5ft: DOF 3.52
16mm @ 1ft (minimum distance): DOF 0.12ft
At less than 5ft, it might be worth remembering, but a more useful calculation will probably be the hyperfocal distance:
When the lens is focused on the hyperfocal distance, the depth of field extends from half the hyperfocal distance to infinity. -- Photography, Phil Davis, 1972. source
Instead of trying to put one thing in focus, this is the distance to think about for putting everything in focus. For my 16-35mm this breaks down to:
16mm @ f/2.8: 15.7ft
35mm @ f/2.8: 74.9ft
This is much easier to remember and calculate than DOF. To get hyperfocal distance for other f-stops you divide (f/5.6 = half f/2.8).
This isn't field tested, but I'm thinking that it will be more useful to trade DOF for hyperfocal distance when I'm getting my 16-35mm shots. We'll see how it all works out after its inaugural run this weekend.
Thanks to the ever useful online DOF calculator