unless you say otherwise, i believe what you're referring to is the motherboard's CPU TDP threshhold. a "95w" motherboard can only handle CPU's with a TDP of 95 watts, where as "125w" motherboard can handle CPU's with a TDP of 125 watts.
get a "125w" motherboard, that way you're not limiting your choice of processors to put on it.
for example, assuming your're looking at getting an bulldozer (AM3+) system, if you get a mobo rated for only 95 watt then you'd be limited yourself to getting an FX-4100 or 6120 CPU, but if you get a 125 watt mobo then you could get the superior FX-8120 or 8150 CPU's.