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We study the time complexity of the discrete k-center problem and related (exact) geometric set cover problems when k or the size of the cover is small. We obtain a plethora of new results: - We give the first subquadratic algorithm for rectilinear discrete 3-center in 2D, running in Õ(n^{3/2}) time. - We prove a lower bound of Ω(n^{4/3-δ}) for rectilinear discrete 3-center in 4D, for any constant δ > 0, under a standard hypothesis about triangle detection in sparse graphs. - Given n points and n weighted axis-aligned unit squares in 2D, we give the first subquadratic algorithm for finding a minimum-weight cover of the points by 3 unit squares, running in Õ(n^{8/5}) time. We also prove a lower bound of Ω(n^{3/2-δ}) for the same problem in 2D, under the well-known APSP Hypothesis. For arbitrary axis-aligned rectangles in 2D, our upper bound is Õ(n^{7/4}). - We prove a lower bound of Ω(n^{2-δ}) for Euclidean discrete 2-center in 13D, under the Hyperclique Hypothesis. This lower bound nearly matches the straightforward upper bound of Õ(n^ω), if the matrix multiplication exponent ω is equal to 2. - We similarly prove an Ω(n^{k-δ}) lower bound for Euclidean discrete k-center in O(k) dimensions for any constant k ≥ 3, under the Hyperclique Hypothesis. This lower bound again nearly matches known upper bounds if ω = 2. - We also prove an Ω(n^{2-δ}) lower bound for the problem of finding 2 boxes to cover the largest number of points, given n points and n boxes in 12D . This matches the straightforward near-quadratic upper bound.