I\'ve got a point in 2d plane for example (x0,y0) and a set of n points (x1,y1)...(xn,yn) and I want to find nearest point to (x0,y0) in a way better than trying all points
A particularly nice solution is ANN: A Library for Approximate Nearest Neighbor Searching. I've used it for point location in triangulations. You initialize a data structure with points, in my case I used the center points of my triangles. Then you can pass in another point and get back list of the approximate closest neighbour points. Even the number of points returned is selectable as a parameter. Anyway ANN was a great library for my purposes, I'd suggest you check it out.
Good luck!