<ListBox IsSynchronizedWithCurrentItem="True" ItemsSource="{Binding MyCollection}" ItemTemplate="{StaticResource MyTemplate}/>

<DataTemplate x:Key="MyTemplate" DataType="{x:Type Classes:MyClass}">
  <StackPanel FocusManager.FocusedElement="{Binding ElementName=firstButton}">
    <Button Name="firstButton" />
  </StackPanel>
</DataTemplate>