In a view, the object this is the controller that calls the render.
So, for set the title you have to do:
$this->pageTitle="Your favourite Title";
This code can be placed whereever the object $this is the controller, so can be in the controller itself or in a view (like the view Contact Us of the default application).
Documentation about setPageTitle can be found by searching "setPageTitle" in the whole site, it find the documentation page of CController in wich this property is defined.
In general, all html you have to modify is generated in view files, so a stuff like
I’ve got this problem. Not a big deal, since it does display the app title and the controller name, but not perfect either.
The "<title><?php echo CHtml::encode($this->pageTitle); ?></title>" line is in my protected/view/layout/main.php file. I can put "$this->pageTitle="Your favourite Title";" in any view or controller, and it does nothing.