I'm not a fan of the wireless either (I like the strum bar, but not the frets), however, the lag I'm talking about affects both the wireless and wired controllers. It's less so on the wired, but still noticeable for me. (Not so much for my brother, because he hasn't been playing music games like me, and still doesn't believe me when I say that there is still some lag.)
Honestly, after 5 years of Stepmania, along with O2Jam, DJMax, and IIDX, I think I can tell when there's lag on the input.