it really depends what route you want to take from here, Intel or AMD, this is where your journey begins, i'm not that clued up on AMD, but i know quite a bit about Intel.
Firstly, a history lesson ;-)
I'm going to skip the first lot of processors that were pre-2000,
so, Pentium 4 and Celeron at socket 478, not really anything brilliant about these processors, if you ever come across a celeron, avoid them at all cost, these are described as "family processors", good for general productivity and not much else, Pentium 4 with hyper threading was ok, hyper threading on the p4 was a 1 core processor that simulated multiple cores, seemed to work ok but you could tell the difference when you multitasked.
now, moving onto socket LGA775, this socket introduced the first ever true multi-core processors on the mainstream market, with the core2duo and core2quad processors proving to be very good at almost everything, you could also get core2duo extreme and core2quad extreme processors which were for heavy duty gaming and multitasking(including heavy HD video editing), you can get a 775 socket P4 though, but with HT technology, and also the celeron family making an appearance.
now to the most recent socket LGA1366, this socket is exclusive to multi-core processors, with the likes of i3(2 core), i5(4 core) and i7(6 core) processors, the i7 family also incorporated an extra 2 simulated cores using intels hyper threading technology, which seems to work rather well, making it an 8 core processor, of course intel made the extreme family for i3, i5 and i7.
Now enough of the history, now to the present, it really boils down to what your poison is, Intel or AMD, so choose wisely and someone else could possibly fill you in on AMD's side of things?