Well, 'using a power' is a specific sort of action, and occurs when and while you take that action.
So, in Hypersmurf's example, you are using the Nimble Attack power at all points during that, as you are still using the 'Use a Power' action. However, if said power includes shifts and such, those shifts and such -explicitly- deny the interruption via opportunity actions during those shifts.
Hmmm. Ranged attack that isn't using a ranged power.
Flaming Sphere comes to mind immediately off the top of my head. The Sustain entry is not part of the Using a Power action, and Sustaining is not an action that provokes. However, it includes a ranged attack, and therefore provokes via -that- mechanism.
There are others, but this example is a -very- common one.
(Yes, it does involve a ranged power, but it does not involve the Use a Power action, which is what is important to realise here)