How can I get the best setup to mine?

Nimiq Blockchain uses Argon2 as PoW algorithm. Argon2 was designed and optimized to ensure that GPUs or similar processors won't be able to hash a lot faster than regular CPUs. This is achieved by binding mining speed to memory and cache latency instead of processing power, resulting in reduced power consumption on modern CPUs. The best hardware for mining Argon2 is unknown at this point, as optimized miners have not been developed yet.