Sometimes selection tools fail (seemingly) to pick up object.
For example, if you have an object with fat stroke, clicking to outside part of that stroke will select nothing (or object underneath stroke) — you have to select in/inside edge to do it.
Second example — type object, with an empty descender zone, behind baseline; you click below letters to select an object behind, but pick type object instead.
Third example — object with a subtle but wide drop shadow effect applied to it. Shadow is almost invisible (low opacity and light color), but when you click in it, AI selects object anyway, while you expect to select object behind it.

I guess, it would be nice to have an option (and temp mode as well) for Direct selection tool to pick an object based on visual rather the structure.
You could set a tick in Control panel or hold some modifier key (as Photoshop does, when you toggle auto-select for Move tool).
Then you could pick an object, by clicking in outside part of the stroke, or clicking through letters, or clicking through enough transparent shadows.