Teasing out the effects of natural selection on our genomes from the effects of other evolutionary processes is hard. A group at the University of Washington, using comparisons with the genomes of 5 other primate species, takes a crack at it:
Comparisons of the human and chimpanzee genomes have revealed that the frequency of sequence differences between these species varies dramatically across the genome. Previously proposed explanations for this variation include a large ancestral population, variable mutation rates, or a complex speciation scenario in which humans and chimpanzees initially separated but then rehybridyzed several million years later. We consider, here, an alternate possibility; the action of selection to remove less-fit functional variants from a population has significantly reduced the frequency of “neutral” sequence differences at nearby sites. We identified sequences that are likely to be subject to natural selection because they are highly conserved across placental mammals and showed that neutral differences among five primate species are greatly depleted near such sequences. Applying a theoretical evolutionary model, we found that selection has played a greater role in shaping hominid genome evolution than has been appreciated and provides a better explanation for patterns of sequence differences than other hypotheses.
The key here is the idea that selection is having widespread indirect effects - meaning that if you are a chunk of DNA close to a protein-coding gene or other feature being strongly presevred by natural selection, then you'll feel the effects just by being close by. If this is right, it provides a much more simple explanation for a variety of genome features that have previously been ascribed to variation in the mutation rate across the genome and scenarios like re-hybridization with the ancestors of chimps a million years or so after the human-chimp lines diverged. (Note that this scenario is not about humans and chimps getting it on - modern humans and modern chimps didn't exist then.)
If you happen to be reading the recent book, The 10,000 Year Explosion, keep in mind that many key questions in this field are still open.