You gotta go wireless.. with the mouse... once you do you'll never go back.. There's no delay at all.. I recommend the G305, you cant beat the bang for the buck ... If your looking for a bigger(100+ grams) one the G703 is nice.. The mouse with the best scrollwheel hands-down is the G903, it's a tank of an Ambi mouse though, for gaming i'd recommend the 703.
The GPro Wireless is really good and their flagship mouse, but $150 is too much when something like the 305 is offered for $50, logitech seems to rotate sales on their mice dont pay full price, just wait a month or 2.
With the G305, if you want to get it a few grams lighter you can use a triple-a battery converter (with some lithium batteries) and you'll be set.