I know Microsoft and Logitech make a gaming wireless mouse. But yes wireless mouse are slower to react as the signal has to be transmitted wirelessly. Basically you will always have more lag with wireless devices as opposed to wired ones.
I used to game on wireless for years. Yes it's a bit slower but I never had a problem of it not getting to where I wanted or going too far.
Had some no-name brand thing waaaay back and then got a logitech set and then a microsoft one. All worked fine and had each for at least 2 years. But in the end jst came back to wired coz I was getting fed up with charging batteries for that, the 4 wii remotes and various other items that required batteries in my house.