Если на любое место сайт, то на document.onclick:
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN"
"http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml" xml:lang="en" lang="en">
<head>
<title>Без имени</title>
<meta http-equiv="content-type" content="text/html;charset=utf-8" />
<meta name="generator" content="Geany 0.18" />
</head>
<style type="text/css">
body {
margin: 5em;
}
</style>
<script type="text/javascript">
<!--
function _init() {
document.onclick = function() {alert('document');}
document.body.onclick = function() {alert('body');}
}
//-->
</script>
<body onload="_init()">T E S T</body>
</html>