I wont be the right person to answer that gaming performance question... I have many more limiting factors on my comp for gaming to notice any difference due to the lan.
Here are some things which I have noticed...
1) The mouse itself is heavier than any I have used before. Try the mouse in bestbuy before you buy it to make sure you are ok with its weight.
2) The battery usage is significantly higher compared to the cordless ball mouse. The led inside this thing is STRONG! and projects the cool red light even on a wall 10 feet away

. If you get a good deal on AA cells - go for it and keep them in stock. AAs last about a month and a half for me... but it completely depends on your usage so dont take that as a benchmark.
3) I have it running on 1600mAh NiMH batteries right now... it acted a bit funny with it. The day I put in the batteries , it showed the battery level to be critical. I ignored the warning since I knew they were charged. I assumed it was because the voltage levels on NiMh are lower than those on alkalines. The same day evening , I noticed it had changed from "critical" to "low" (one step higher).
Next day morning it said "Battery level is good"... and has been saying that for a week now...
4) I personally would like to keep my mouse on a USB interface rather than the ps/2 which I have now, but I do not have a USB port free for it.
Mihir