Most people who play first-person shooters (FPSs) like low DPI (200-400). Low DPI allows you to hone in on targets while eliminating jerky motions. You will rarely switch to DPI above 1200 for any reason while gaming. For example, while I'm running around the map and looking around in Medal of Honor, I'll switch the DPI to 800 or 1200, but when it comes time to start shooting, I'll switch to 200DPI.
A good FPS gaming mouse is the Logitech G500. It will go up to 5700 and down to 200. It has good button placement and allows dpi switching on the fly from easily accessible buttons on the top-side of the mouse. Also, has 1000/s polling capability. No lag. You should consider this one.