Say I have my Emacs window split into multiple tiles, e.g.:
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When I switch between tiles (aka windows in Emacs) to edit my files (e.g. using C-x o), I can see on which tile I am by visually locating the cursor (point) on the screen and checking the difference in shading in the status bar of each tile:
However, locating the cursor on a large screen is not easy AND the difference in shading on the status bar where the cursor is is almost negligible:
This is what a status bar looks like when the corresponding window is selected:

This is what it looks like when the corresponding window is not selected (notice the green is a bit dimmer)

The above is with the color theme zenburn on GNU Emacs 23.3.1.
My question is: Is there a way to have Emacs more clearly indicate which window/tile/buffer is the one that has the focus?
Absolutely!
You can change the modeline to highlight the active bar using the following in your .emacs (change colors and style to suit your preferences of course).
Since it seems you are using the Zenburn color theme, you can also fix it within there.
Just open the file within your color-theme library named zenburn.el (or it might be color-theme-zenburn.el) and search for the following lines:
and change the values of the background and foreground colors as you see fit.