Since there's no forum dedicated for algorithm questions.. thought I could ask here

Suppose I have a collection of coordinates (x,y or x,y,z), and I want to have an operation which looks up the closest n neighbors to a particular coordinate..

My friends told me to do this using quadtrees, and some told me to have some sort of sparse maps or something that I don't understand

What's the best way? There may be a million entries inside this collection..