If you currently use wireless then a faster wireless (i.e. upgrading to G or even better, N) could improve performance.
Wired (ethernet) or wired (power line networking adapters) would be better still.
What is your current setup? If wireless, include type of wireless (b, g, n), distance to hub and number of walls in between etc.
If your exisitng setup is good, then ping and lag are likely to be more dependent on your distance from nearest phone exchange and distance to server, more than your local hardware.