http://agile.gsfc.nasa.gov/docs/cosmic/
In short: Planet Earth < Solar System < Galaxy (ours is named Milky Way) < Local Group < Local SuperCluster (also called Virgo SuperCluster) < Sheets/Walls
BTW, M31 is sometimes called the Great Andromeda Galaxy, probably coz of its massive size. There is evidence to show that the Milky Way and Andromeda Galaxy will possibly collide and merge in the distant future. In addition, on the larger scale, there is also evidence that the Virgo Cluster will pull our Local group and eventually the two clusters will merge. More like our local group will be eaten by the Virgo Cluster since it is way larger than our group. The Virgo Cluster has 2000+ member galaxies.

http://www.seds.org/messier/more/virgo.html
Makes me feel that mankind is so small and vulnerable.
