Sorted group by

I'm trying to eke a little bit more performance out of an application, and
I was wondering if there was a better way to do the following:

I am trying to retrieve, for many sets of rows grouped on a couple of
fields, the value of an ungrouped field where the row has the highest
value in another ungrouped field. For instance, I have the following table
setup:

group | whatever type
value | whatever type
number | int
Index: group

I then have rows like this:

group | value | number
-------------------------------------
Foo | foo | 1
Foo | turnips | 2
Bar | albatross | 3
Bar | monkey | 4

I want to receive results like this:

group | value
-----------------------
Foo | turnips
Bar | monkey

Currently, I do this in my application by ordering by the number and only
using the last value. I imagine that this is something that can be done in
the new Postgres 9, with a sorted group by - something like this:

SELECT group, LAST(value, ORDER BY number) FROM table GROUP BY group

Is this something that is already built in, or would I have to write my
own LAST aggregate function?

Matthew

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