I use a Wireless mouse and wired keyboard (just easier for me, but was very happy with my wireless one) and have no troubles. I use a Logitech LX 6 mouse, the batteries last 3-4 months, and when the "Critical" warning appears typically it has 5 days left of battery life, although I drug mine out for 1 1/2 weeks. The nice thing about the LX6, it is the first wireless mouse I have had that worked with only one AA battery even though it uses two. There has been no Jumping, lag or anything of the sort with wireless things I have had until batteries got to the "dead" state.
With Logitech there is optional Software for programming the buttons (With mine it is needed for the 'scroll wheel side to side' buttons), but it does not hit performance at all.
The software allows programming of buttons/keys on any Logitech keyboard/mouse attached, and it warns when batteries are "Low", for some reason a lot of wireless mice makers forget to do that.
It will pop a message at first start up "The batteries in <Name> are critical and should be replaced", then it keeps an icon in the bottom right of the task bar, <Symbol of two batteries with a Critical sign>, and the mouse will flash the little red battery light on the top of itself until new batteries are put in. There is no way to miss that the Batteries are low.