And for OS X users here are a few things you can do to make sure your internet is set up properly and ensure the lag is as low as it can be.
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If you are using Airport Express or Airport Extreme to create a wireless network for your internet take a look at these articles.
http://www.apple.com/airportextreme/setup.html
http://www.apple.com/airportexpress/setup.html
For me I am using the express and those articles + the online airport utility was enough to help me to optimise my wireless internet connection. Just have on hand all the details your ISP gave you so you know how to answer the 2-3 questions the Airport utility will ask you. And secondly think up of a good WPA2 password for your wireless network. You do this so only you can use it and not everyone. In short so no one can steal your bandwith from your wireless network.
http://manuals.info.apple.com/en/Air..._UserGuide.pdf
This is a long read very detailed about the Eexteme but also good for the express too. And very helpful.
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But if you are using any different wireless router/modem, Be it Apple or another brand I'd suggest you download the app iStumbler here.
http://www.istumbler.net/
It can tell you the strength of all of the wireless networks in your local area. And also it can help you place your computer and wireless modem/router in the best place to get the best signal strength.
And for your network it's nest to use 802.11N (I would try auto frequency first and if that does not work, try only 2.4Ghz then only 5Ghz. Either should work but I find 2.4Ghz sightly better. But the downside is, if a lot of people are on 2.4Ghz in your area or you have a lot of wireless devices in your house you might need to use 5Ghz). And pick a channel that no one else in your area is using. I use Channel 1 cause no none else is using it but anything 1-12 should be ok. Normally set to auto and the modem/router picks the one it needs itself. Only manually pick a channel if the auto feature is not working too well.
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And lastly there is this:
http://www.apple.com/support/leopard/internet/
Yes it is for Leopard (10.5) but it the info there will work just fine for Snow Leopard (10.6). It's a good place to look for any info about setting up the internet on OS X.