Given the ever increasing heterogeneity, density, and irregularity of cellular networks, the rules used for associating mobile devices with base stations need to be revisited from first principles. In particular, mobile devices should typically associate with the BS capable of providing the highest data rate. In a HetNet, this is often not the BS providing the strongest signal or highest SINR, which is typically how cell association has been done. We explore this challenging optimization problem from two angles; the first being a fairly traditional optimization angle. The second being an approximate statistical approach based on stochastic geometry. In both cases, we observe interesting and largely compatible trends, indicating the great benefits available from intelligent association.