From wiki
Hyperfocal Distance is the closest distance at which a lens can be focused while keeping objects at infinity acceptably sharp; that is, the focus distance with the maximum depth of field.
So you can set the focus to hyperfocal distance (using appropriate aperture and focal length), then everything from half of the hyperfocal distance out to infinity will be acceptably sharp. Now you can snap away without thinking about where to focus but still achieve maximum DOF.
I love to use this technique when I am taking landscape.
Below is an example – a panorama image of Lyall Bay. I set the focus to the hyperfocal distance with AE lock and took a series of images to create this panorama. I did not need to re-focus, so it was fairly quick to take a bunch of images and all images will have the same DOF. I also had the focus decoupled from the shutter (AF-ON). This gives me instant control of AF-C, AF-S and MF modes without changing any settings.
The lens used for this image was Nikon 24-70mm f/2.8 @ 24mm, based on the below Hyperfocal Distance chart, for focal length =24mm (x-axis) and an aperture of f/8, the hyperfocal distance is about 8 feet (y-axis). That means if I set my focus to 8 feet, I can expect everything from about 4 feet – infinity will be of acceptable focus. I could achieve even sharper image by stopping down to say f/11.
Alternatively, If I focus on the rocks on the right hand side (about 100 feet away), the DOF would only be 7.3ft – infinity instead of 4 ft to infinity (area with acceptable focus will be ~3ft less).
Traditionally, lenses are marked with DOF scale (the numbers above the screws), so you can easily set the focus to the hyperfocal distance by aligning the infinity ∞ to the corresponding f-number. However this DOF scale can only be found on older lenses such as this older model of Nikon 20mm f/2.8 AiS.
The newer model of the same lens Nikon 20mm f/2.8 AFD, only has a simplified DOF scale (the scale beneath ∞)
For the newer Nikon AFS lenses such as the 24-70mm f/2.8, the DOF scale has been scrapped. I had to label my own DOF scale, but it is hard to label the DOF scale in detail due to the lack of distance information on the ring.
Lastly, example of hyperfocal focusing
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Focused at the mountains
Focused at hyperfocal distance