When I moved to OSX almost exclusively about 3 years ago, I was driven mad by the mouse lag. I almost switched back! Over time, I have gotten more or less used to it.
There were various work-arounds, like BetterTouchTool and MagicPrefs but I've never found them to be sufficient. They were great for adding functionality and gestures to the Magic Mouse/Trackpad, though. The responsiveness has gotten better over the last few OSX releases (particularly Mountain Lion and Mavericks) in my opinion.
For you newcomers, there is fortunately a new solution that I've been testing for a few weeks now: SmoothMouse
It installs as a System Preferences item. You can set the acceleration to be more Mac-like or Windows-like, and even the ability to disable mouse acceleration altogether. One of the things I've noticed is a lower overall lag in mouse responsiveness, especially while moving windows around. I highly recommend it for people coming from the Windows universe, as it will make your mouse more or less feel like it does in Windows.