Answer by AngryAnt

GUI receives mouse events one frame before Input does - you can use this fact to detect whether or not a mouse event was consumed by GUI when you're checking for mouse events in Input.

if (!GUIDidConsumeMouseDown (0) && Input.GetMouseDown (0))
{
    Debug.Log ("Click in the 3D world");
}

And the pseudocode logic to detect GUI event consumption:

• OnGUI:
• GUIDidGetMouseDown (Event.button) = Event.current.Type == EventType.MouseDown;
• // The rest of your GUI //
• GUIDidConsumeMouseDown (Event.button) = Event.current.Type == EventType.Used ? GUIDidGetMouseDown (Event.button) : false;

MonoBehaviour.OnMouseDown and friends automatically handles this - if you only rely on this functionality, you do not need to track GUI event consumption.