I have a Logitec Performance MX mouse. While it is not a gaming out, I still use it to play games. Once in a while (very rare) the mouse pointer will suddenly point up (see the sky and spinning in a FPS game) or suddenly point down (see the ground in a FPS game).
Can't tell you if this is a common issue with all wireless mice. I have only used two wireless mice, the Logitec and an old Targus wireless mouse from 2004 which I use on my laptop for games and other stuff. The Targus also has this trait.
My wireless mouse never gives me problems, except (like calinkula pointed out) when the battery needs to be replaced. My current mouse devours them (one AA every 2 months or so), I should have done a little more research on the battery life.
If you get a good wireless mouse that is advertised as a gaming mouse, it will do just fine. Try to find a wireless mouse that has a rechargeable battery and can be charged on the fly. I had Microsoft Sidewinder x8 and it was excellent.