Basically all those fancy names (Celeron, Pentium, Centrino, Prescott, Athlon XP/64/FX, Sempron etc etc etc) are their own sort of ranking.
AMD Desktop Processors (ranked lowest grade to highest)= AMD Athlon XP, AMD Sempron, AMD Althon 64, AMD Athlon 64 FX
AMD Laptop Processors (ranked lowest to highest)= Mobile AMD Athlon XP-M, Mobile AMD Sempron, AMD Athlon 64 for Notebooks, Mobile AMD Athlon 64
I don't know much about the XP, XP-M, Sempron, or Mobile Sempron.
Intel Desktop Processors (ranked lowest grade to highest)=Celeron, CeleronD, Pentium 4, Pentium 4 with Hyper-Threading, Pentium 4 Extreme Edition with Hyper-Threading
Intel Laptop Processors (ranked lowest grade to highest)= Mobile Celeron, Celeron M, Pentium 4-M, Moblie Pentium 4, Mobile Pentium 4 with Hyper-Threading, Pentium M.
I'm not an Intel guy, sorry.
To get 100% in depth with this, go to:
Intel -
http://www.intel.com/products/processor/
AMD -
http://www.amd.com/us-en/Processors/ProductInformation/0,,30_118,00.html