I believe I've expressed my dislike for wireless mice before.
I've seen some benchmarks recently with the Killer wireless (and wired) networking devices; they found a significant improvement in latency vs standard networking products. These are the cards that cost $100+ and were previously only available as build-your-own or from some high end builders like Alienware. Recently Broadcom bought the company and is planning on incorporating such improvements as they can into the rest of their product line.
Playing LAN games with my brother, I didn't notice a huge difference in ping wired vs wireless... maybe 10-30ms for wired and 20-40ms for wireless. I still always go for wired when I have the choice.
Last time I had bad ping it was my router. Apparently DDWRT isn't being maintained much these days and it has issues; the Linksys firmware seems more reliable.
For ping testing:
You can yews pingtest.net, a sister site to speedtest.net. It performs a longer test to measure latency over a period of time instead of just throughput.
You can ping your router, in addition to a well known and available site like google or apple, in order to test latency.
The issues I experienced with latency were very intermittent and required a long test to observe. To perform a long test, open the command prompt to do a regular ping, but direct the output to a file. Then just walk away for a few hours and let it run. Kill it with Control+C when you get back, and look at the file with Notepad. The last line of the file will tell you the maximum observed latency during the entire test. To redirect output to a file, yews the following command:
ping http://www.google.com >result.txt
A file called result.txt will appear in your user directory.