There's a few things you can do.
1) If you have an organized scene, you can select objects in the outliner, which can be faster
2) If you have different object types (curves, surfaces, polygon meshes) you can change selection filtering in the status bar to only select the type of object you want
3) If you're working with just a few objects at a time, you can use isolate select to hide other objects
4) You can use display layers and put various objects in a reference or template layer to make them unselectable
5) Zoom in really close before clicking on something

6) If you think it is really a problem with selection sensitivity, you can change the settings in Preferences > Selection > and the Click box size