I find that I frequently close the wrong window or app by accident, because I think that (for example) the Browser window I am looking at has the focus, when in fact another app, such as iTerm really has focus. (It doesn't help that I am able to scroll windows that don't have focus.)
When I look at the visual appearance of windows, the difference between the one that has focus and the ones that don't is very slight: the focused window has a slightly different shade of gray in the title bar, and the three round buttons at the upper-left are red, yellow, and green instead of gray.
If the title bar was some completely different, non-gray color it would stand out more. I tried going to System Preferences:General, but changing the "Highlight color" doesn't affect the window's title bar. I couldn't find anything else under System Preferences that seemed relevant.
How can I change the appearance of the focused window so it stands out?