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The general concept you're describing is nearest-neighbour search, and there are a whole raft of techniques which deal with solving these types of queries, either exactly or approximately. The basic idea is to use a spatial partitioning technique to reduce the complexity from O(n) per query to (approximately) O( log n ) per query.
KD-Trees, and variants of KD-Trees seem to work very well, but quad-trees will also work. The quality of these searches depends on whether your set of 15,000 data points are static (you're not adding a-lot of data points to the reference set). Mount and Arya's work on the Approximate Nearest Neighbour library is both easy to use and understand, even without a good grounding in the math. It also gives you some flexibility in the types and tolerances of your queries.
Just to be contrairian, do you mean close in distance or (driving) time? In an urban area I'd gladly drive 5 miles (5min) on the highway than 4 miles (20min stop and go) in another direction.
Thus if it's a 'closest' metric you need, I'd look into GIS databases with travel time metrics.