[Druid]

As someone mentioned it's a good idea to do a tracert to the server to rule out network problems between you and the server. The problems is it won't necessarily show if there is a problem if it's only done once or a few times.
The best way to check for spikes which would show as lag is to use a ping program set to run dozens of times.
You can get a nice free one here
[url:c636e]http://www.pingplotter.com/downloads/pngplt_1.exe[/url:c636e]
Set it to run 50 times and it will show any wild spikes at each hop. It will also show if you suffer from any packet loss.

It always makes me laugh when I see someone complain about the server being laggy. Unless everyone is having a problem, more than likely the problem is on your end or your route to the server and not the server its self.