Is there any rule of thumb for the following?

Lets say we have a dialogue. The wide angle master is obviously wide, infinite DOF. We cut up to an ECU of the female's face crying to catch her tears. Shallow DOF and the back ground is blurred. Switch over to the guys worried look ECU (about head and a little shoulder), should his DOF be shallow as well? Will having the back ground blurry then a crisp background be too visually jarring?

I think this is a purely aesthetic and artistic choice...if you want to focus attention on the foreground ... or a specific place in the frame, you'd want to use either color or DoF or both to draw the eye...whereas, if you are looking to show reaction to a background event...person walking into the bar at our heroes back...you can use long DoF on that shot...see every western made since peckinpaw started making westerns.

Long DoF shows scope and allows to create frame internal montages..whereas short DoF almost exclusively is used to focus attention or make a frame feel more intimate...like the way everyone else at the dance disappears when they play "your song". Except for the shallow DoF shot in lemony snicket where Jim Carey is sitting in the hallway with the knife and the kids walk out into the hallway...very cool and creepy shot...proving that it's all part of story telling.

Well said Cole.