Gene Expression Programming (GEP) aims at discovering essential rules hidden in observed data and expressing them mathematically. GEP has been proved to be a powerful tool for constructing efficient classifiers. Traditional GEP-classifiers ignore the distribution of samples, and hence decrease the efficiency and accuracy. The contributions of this paper include: (1) proposing two strategies of generating classification threshold dynamically, (2) designing a new approach called Distance Guided Evolution Algorithm (DGEA) to improve the efficiency of GEP, and (3) demonstrating the effectiveness of generating classification threshold dynamically and DGEA by extensive experiments. The results show that the new methods decrease the number of evolutional generations by 83% to 90%, and increase the accuracy by 20% compared with the traditional approach.