I like having focus prevention set to high, so that I don't have some stupid auto-launched app steal my typing in the middle of something else. Unfortunately, Unity keeps focus on the right window while raising the new one. A number of times, this has caused me to close an application by accident that had control of the menu bar, even though it was underneath the new window. Is there a way to prevent raise without focus?
SnapOverflow
I had the same problem and solved it by going into CCSM > General Options > Focus & Raise Behaviour. There, all I did was change the Focus Prevention Level to Low. Now, when I open an application via the Dash, it open up on top and has focus.
In CCSM, under General Options, you can play around with the auto-raise and its delay.
I would guess that having auto-raise on, and the delay set to 0, would keep the window in focus on top, regardless.
I must admit I'm struggling a little to understand exactly the behavior you want, or how to duplicate it; so this might be a little bit off the mark.
I never did get this to work right in 11.10, in spite of tweaking CCSM and other antics. My final answer? Upgrade to 12.04; precise got unity in to much better shape for prime time.