From an evolutionary perspective, the cortex is the region of the brain which is the most recently developed.  The cortex comprises the bulk of the exposed surface of the brain, but is only a few millimeters thick.  The cortex can be divided into three major functional regions: 
1) sensory cortex, the region which receives input from the various senses and which begins to integrate this information;
2) association cortex, which processes this information and forms associations between the units of information (e.g., associates the word chocolate with the color brown) and
3) motor cortex, where the brain controls various movement functions.  Information is processed through the sensory cortex, to the association cortex and then to the motor cortex.  For example, if I am walking down the street and see a great big gorilla bearing down on me with a large club, the information is taken into my sensory cortex and translated into "gorilla" and "club" in association areas, passed through various sub-cortical regions which add a fear component and finally the information is sent to my motor cortex, whereupon my legs start moving, preferably in the opposite direction to the gorilla's bearing.

Of course, this is a vastly oversimplified picture of my thought processes.  In fact, movement is probably processed to some extent by the caudate-striatum, and by the cerebellum.  Attentional and control of the thought processes may involve thalamic and mid brain regions.  And of course, all of this happens in the space of a second or two.  The brain is indeed marvelous!