Window lost focus

Symptom:
You're working with application X but suddenly it loses focus but no new window appear frontmost.
You must click mouse to continue working with app X

Solution:
To find the culprit:
Open several (more than two) applications
Remember current order when pressing Alt+Tab
For example, pressing Alt+Tab from app X will switch to app Y
Now, while app X is in focus, wait until it loses focus again
When it happens, press Alt+Tab
If the next app has changed then you've found the app causing problem
Sometimes an unexpected app is the culprit, like the wireless adapter config window.