Here are some examples of what I mean:
google.com - focus is set on the "search" box
gmail.google.com - focus is set on the "user name" field (actually, most web email clients do this).
stackoverflow, ask a question - focus is set on the "title" box.
Sometimes, this is a convenient feature - e.g., on Google. From a usability standpoint, however, is it really considered a good feature to have on login pages?
Personally, I have often entered my user name, started to enter my password, then the page finished loading and had focus put back onto the user name field. Unfortunately, since I have complex passwords that force me to look at the keyboard while typing, I fail to notice when focus shifts. I often wind up typing my password in the unmasked user name field for anyone standing behind me to see.
Another situation, less dangerous but still annoying, is when I'm typing a url in my address bar while my homepage is still loading. As soon as it finishes, however, and if I'm not done entering the url, focus is stolen from me and put on some other field.
Should websites and/or browsers be programmed so that focus won't change if the user is already interacting with the site or the browser? Do problems like this bother ordinary (i.e., non-programmer) users?