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I've heard quite frequently that SM should focus on one unit at a time to ensure that it is destroyed. I have never tried this before, because it seems like it would leave me vulnerable... Recently, I have been wrecked by a Dark Eldar player who fields Eldrad and 20 or so other DE models as a deathstar unit. In that game I had 5 biker squads, a biker captain, 3 thunderfires, and 3 riflemen dreads. IDK, anyone out there know if focusing fire is useful?

Focusing fire is good for any army truthfully. Shoot at something til it is no longer combat effective. Gun line units will do it best probably. However being a biker army you have speed/versatility and the ability to charge with resilience.

You should always know what your target priority is and when to finish off a squad or leave it with just a few models left. Usually it is in your favor to concentrate fire until your enemies most effective units are gone. However you don't want to waste valuable firepower finishing off squads that are already depleted beyond combat effectiveness. Exceptions to this rule might be when you are trying to take out a unit for first blood, an enemy warlord or a particularly dangerous unit/vehical/model. It is entirely situational and you will learn to prioritize and concentrate firepower as needed with experience.

The reason marines (and any army) focus fire is that many units have meatshields and can take some amount of casualties without losing any real effectiveness. For example, if you're trying to protect a tank it doesn't help much if you kill four bolter marines but don't finish off the melta gun. What you want to avoid is having each of your units target a separate enemy unit, which tends to result in your opponent having several damaged but still effective units. On the other hand, if you focus on one threat at a time and kill it you immediately start removing threats from the table.

Also, I really don't see how this could leave you vulnerable.

 Peregrine wrote:
The reason marines (and any army) focus fire is that many units have meatshields and can take some amount of casualties without losing any real effectiveness. For example, if you're trying to protect a tank it doesn't help much if you kill four bolter marines but don't finish off the melta gun. What you want to avoid is having each of your units target a separate enemy unit, which tends to result in your opponent having several damaged but still effective units. On the other hand, if you focus on one threat at a time and kill it you immediately start removing threats from the table.

Also, I really don't see how this could leave you vulnerable.

This. The entire purpose of focusing fire is so that you manage to remove the greatest threats to you. If I have 3 ten men tac squads with a melta/multi-melta coming at your vehicle heavy army and you shoot evenly at all 3, you might succeed in killing 3 or 4 marines from each squad, but if the remaining marines still have their MG/MM, you have not really accomplished much, as the tac marines weren't the real threat, the melta weapons were. On the other hand, had you focused your fire on one of those tac squads, you could have wiped it out, meaning that instead of having 3 meltaguns and 3 multi-meltas threatening your tanks, you only have two. Basically, the key thing to remember is that its not how many models you remove, but which ones that matter. It is part of what makes Precision Shots so powerful, as if you can remove the special weapons from a squad you will often effectively declaw it.

So basically, the entire point of focusing your fire is to shoot at a target until whatever makes that target a threat is gone.

Also, I agree with Peregrine, I have no idea how this makes you more vulnerable. If anything, it makes your army more durable as all of the real threats to your list are gone.

It is about enemies, mostly.
Most of the time you want to stop shooting once you have forced morale test.
Or you want to stop firing once you have got all the models that happened to be out of cover.

Obviously getting rid of entire scoring units or whole kill points make a whole load of sense.

Maybe the only thing unique to marines is it matters what weapons you use to kill what. Basically if you are not using meltas to open up mech then you are wasting your shots.