Generally speaking, isn't a lower ping rate more desirable than a higher rate?
Ping is latency, which is not necessarily your speed. Though a faster connection will, generally, yeild a lower ping rate.
Depending on your you setup, there is actually very little that you can do. Dial-up is a no no, and so is satilite. DSL, cable, and FIOS would be the give you the least ping all else being equal.
If you are able to choose the sever that you can connect to, do it. Sometimes the path that your signal is sent through will provide a fair amount of latency, by changing the sever your route will differ and the environmental causes of latency may be avoided.
Some cheap/older routers (wireless or not) will cause some latency, so will bad cabling.