It really depends on the manufacturer, the series and the model of the CPU, but generally more GHz is better, but a newer series with the same or lower number of GHz can be better (usually is)
You need to tell us what kind of a budget are you working with, and we'd be happy to help you choose the best thing for your money.
Anyway I would advise you to consider the DELL XPS series. People tend to dislike DELL, but the XPS series has been well received, and from what I can see it offers a great combination of price and performance. I myself will probably be getting an XPS 15".