A few folks have mentioned server lag on different threads, and I wanted to mention that there could also be some ISP-side lag to be considered (at least in some of the cases). Our ISP is supposed to be providing cable service (I'm not convinced), but I've had plenty of moments of ineffectual mouse-clicking, weird teleporting, rubber-banding, most of which were accompanied by my partner cursing in the other room while trying to do work online.
It seems that our ISP intermittently pulls the plug when it feels that too much bandwidth is being used (and yes, we do pay for both cable lines).
OTOH, it did provide for a classic screencap: