The CPU is connected to the motherboard in the appropriate socket. On the CPU, the side that is inserted to the motherboard has the so called pins, the small needles that enable the CPU to interact with the motherboard. Sockets are defined with the number of pins that the motherboard has and this is defined also with the CPU specification. For example, Intel’s Socket B (LGA 1366) processor (codenamed Nehalem) has 1366 pins on it. With the new processors, Intel will market LGA 1160 and LGA 1567 sockets, which show that they will have 1160 and 1567 pins respectively. The number of sockets will define which motherboard to choose (because you will not be able to connect at 1366 pin CPU to the motherboard which has 1160 pins on it) and in turn will affect the processor’s efficiency (a 1567-pin CPU will run more efficiently and faster than a 1160-pin CPU.)

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AMD has a different naming convention: such as AM2, AM2+, AM3 etc. AM2+ supports 940 pin sockets and AM3 supports 938. The difference of 2 pins is not important, but in terms of system architecture, AM3 supports DDR3 RAMs but AM2+ support DDR2.
When choosing your CPU, be sure to take a close and detailed look on the sockets available and which socket supports what technology.
Read on for hyper-threading, cache, Front Side Bus and Quick Path Interconnect.