Hrqls, Abigail: Further to Mike's suggestion. If you find World Class is fast enough, then move up to Supremo. They both use 2-ply but Supremo looks at more moves at each level. (This is the Move Filter shown at the bottom of the player settings.) I use Supremo on chequer play and cube decisions for both Player and Tutor analysis which gives me a reasonably paced game on a 1GHz machine.
When you come to looking at your games to examine your mistakes, click on the move that you made and the ones above it in the Annotation window and then click on the tiny [3] button down below. This will re-evaluate all those moves at 3-ply and give you much better accuracy. (4-ply is just toooooo slow except for end-game situations or when a piece is stuck on the bar).
You must click all the 2-ply moves above yours otherwise the unclicked ones will be displayed below all the 3-ply evaluations regardless of whether they are better or not. That's just how Gnubg sorts them. You might want to click on a couple of 2-ply moves below yours as well if they are evaluated as close to yours; 3-ply may show them to be better after all.
GnuBg is as user-friendly as Mike says: As always, you must use Settings/Save settings after any changes otherwise it'll throw your new settings away when you leave the program. You'll especially appreciate this snippet of advice if you put a lot of effort in creating a nice 3D board for yourself! ;-)