Which plan is better - what COST really means ?

Friends,
when i have got two plans , how do i decide which one is the best ?

just read in asktom , that COST of a plan , does not have any correspondence with response time of a query.

i.e.,a query with higher COST than another  can be faster.

if so , what in the execution plan does help me to decide about a good (faster) plan ?

unless i execute it , can't i know it ? is that the only way !!!

Can someone throw light on this ?
The environment is oracle 9.2.0.4/AIX5.2L.

Thanks in advance.

Regards,
Prem.

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