I'm in IT, and get to use a lot of different mice. I was quite the UT1 ace back in the day and used a mix of wireless mice as they started appearing. I had no problem pulling headshots with the crappiest of ancient wireless mice, so I don't think there is much to worry about lag-wise. I certainly didn't notice. I've kept up to date with online shooters and tested all the mice I've come across. I haven't come across anything that I would call unaccecptable. (However, I haven't actually sought out known crappy hardware)
Any current mouse should serve your purpose just fine. I have noticed that cheap wireless mice do sleep and take a second or two to wake up, but you need to let it sit for quite a while (minutes) before it would affect you. Just make sure you get a mouse with removable batteries. If you go dead in the middle of a frag-fest, you can be back up in a few seconds.
My MX500 series had WEEKS long battery life with the stock batteries. I'd periodicly switch them with other rechargables when I'd forget to charge the mouse. I used that mouse for 5 years+ and eventually wore it out before the batteries gave or showed any sign of wear. (I'd usally switch back to the stock batteries after a gaming session.)
I'm using the MX Revolution now. Even with rechargable batteries, it's the lightest mouse I've ever used, wired or wireless. (Hmm.. now that I think about it, I don't think it has replacable batteries...) It's a good mouse, but certainly not cheap.