Typically (IMHO) most people would tell you that Intel is mostly the better - and more expensive - option. AMD has mostly occupied a 'value' niche, offering somewhat less at a lower price. But, when it comes to different Intel processors, you might as well ask if a Ford Ka is better than a Ford Mondeo. It largely depends what you want it for. Typically, I believe, the Celeron has less cache, a lower clock speed and a lower bus speed, all of which means it offers less performance - but those attributes mean that it tends to consume less power and generate less heat, making it perhaps a better option for e.g. laptops.
So: why do you ask?