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All my lens have focus ring where at the end there's an infinity symbol. What does that mean? If I'm taking landscape shot and what everything from near to far to be in focus, do I use infinity? Or am I better of focusing onto a single point one third up from the bottom (I've read that, that's the rule of thumb).
Also, why is infinity a range on most lens. It's never a single point.
To understand infinity focus, you must first understand both what depth of field (DoF) is as well as what it isn't.
Regardless of the aperture of a lens, there will only be one distance that will be in focus. That is, there will only be one distance at which a point source of light will be focused to a single point on the recording medium. Point sources of light at other distances will be projected on the sensor (or film) plane as a blur circle, or circle of confusion (CoC). If this CoC is sufficiently small enough to be perceived as a point by human vision at a specific display size and distance, it is said to be within the DoF. The limits of DoF change based on aperture, focal length, and focus distance as well as the display size and viewing distance of the image. You can print two copies of the same image file and if one is displayed at twice the size of the other at the same viewing distance by a person with the same visual acuity the smaller print will appear to have more DoF than the larger one (assuming the resolution of the image file itself is not the limiting factor). There is no magical barrier at which everything on one side is in perfect focus and everything outside of that line is blurred. Rather, as the distance from the true point-of-focus increases, so does the size of the blur circle and we gradually begin to perceive that objects are not absolutely sharp.
Now that we've cleared that up, we may discuss what infinity focus is. Infinity focus is the point at which light rays that strike the lens as collimated light are rendered as points on the image sensor (or film). At least that is the purely theoretical definition. In practice, no light source can be perfectly collimated. Even the light emitted by lasers will spread over long distances. When your lens is focused at infinity it means that it is focused on things that are far enough away from your camera that the light rays coming from them are parallel to the degree that your lens' resolution limit can't differentiate them from perfectly parallel rays of light.
The best example I can think of is a star. Even though stars are huge, because they are so far away they appear to our eyes to be single points. Even when properly focused in a high powered telescope, they appear no larger than they do when viewed at much lower magnification. The difference between telescopes isn't how big stars are, it is how bright they are. If you want to take a photo of a sky full of stars, the only way to get them in sharpest focus is to focus at infinity. If you focus at the hyperfocal distance for a particular focal length and aperture, the stars might appear sharp at smaller display sizes, but as the display size increases you will be able to see that they are, in fact, blurry.
This brings us to your question regarding why infinity is a range on most lenses. The short answer is that variables, especially temperature, affect exactly where the focus position for infinity will be.
For landscape photos, you're normally better off using the hyperfocal distance. It will vary depending on focal length and aperture. You can always use an online DoF Calculator to figure it for a particular combination. Be aware most DoF calculators assume a viewing distance of about 12 inches and an 8X10 display size. If you plan on a larger display size, the hyperfocal distance will move further away from the camera. Here's a DoF calculator that allows you to enter the desired display size, viewing distance, and even the visual acuity of the viewer after clicking the "advanced" button.
Infinity focus places the plane of focus sufficiently far that light from than plane reaching the lens hit the sensor are all parallel.
To get as much in focus as possible, you should focus at the hyperfocal distance which depends on your sensor-size and lens aperture. If you focus at infinity, there will be less in focus but things may be acceptably sharp for a small aperture as long as it is not beyond the diffraction limit. The 1/3 rule is probably an over-simplication of the hyperfocal distance.
Infinity is always a point. Only some lenses let you focus past infinity. This will make things blurry normally but is there in case high temperatures distort the lens and shift the infinity focus-point. This is found mainly on moderately new lenses. Plenty of lenses just stop sharply at infinity.
Infinity focus is used for when shooting something that is hard to focus on. An example would be fireworks or a lightning storm (way off in the distance). Once you use this setting the things way off in the distance will now be in focus. You asked how to get everything from front to back in focus for landscape shots. I suggest shooting in aperture priority mode and selecting the highest fstop you can. That has been the best advice I've learned about keeping great detail from front to back. :)
