Somewhere along the way, we all learned that software consists of algorithms and data. CPUs load instructions from our compiled algorithms, and those instructions operate on bits representing our data. The closer our data lives to the CPU, the faster our algorithm can use it. On the x86 CPU, the registers are the closest we can store data to the instructions executed by the CPU.
CPU registers are also the smallest and most expensive data storage location. The amount of data storable in registers is fixed because the number and size of CPU registers is fixed. Typically, we don't directly interact with registers because their correct usage is important to our application performance. We let the compiler writers handle translating our algorithms into machine code. The machine code knows better than we do, and will use register storage far more effectively than we will most of the time.
Less expensive, and about an order of magnitude slower, we have the Level 1 cache on a...