Gonna go ahead and mention WoW. Groan if you wish.
A year ago, the broadband at this house was practically non-existent. Thanks to a (now former) flatmate who would use up the entire cap in two days and an internet connection that was so abysmal that you couldn't even load the main Google page let alone pay your rent online, logging into WoW would be an exercise in frustration as I would end up with a ping of at least 8000, often up to 60,000ms, on the extremely rare occasions that I managed to even log in. My common reaction was to smash my keyboard... which, to this day, has remained intact and still remains faithfully under my service - obviously, I am using it to write this post.
Thankfully, I no longer have to deal with that crap, but I've still had the very occasional hiccup with WoW in terms of lag. The most notable period was when, after patch 3.2 (or 3.3) hit, a large number of people (including myself) had trouble logging in. When we logged in, we would either be stuck on the loading screen or successfully get into the game only to find ourselves with a ping of 120k ms or some other ridiculous figure like that. The only solution/work-around we found was to ctrl+alt+delete out of the game, end it prematurely, and then restart the game, and re-log in. Then it would work perfectly.
Also, for some reason, we wouldn't have to re-log back in if we logged into a level 1 character first. So I followed the advice of many of the other players and created a level 1 character for that very purpose. Every time I wanted to play, I would log into my level 1 toon first, and the ping would be normal. Then I would log back out to the character selection screen and log into my main characters that I usually play. No problems there.
I don't know what it was about the level 1 characters that stopped that lag glitch, but it was an approach that worked and so I used it for a month or so until I found the problem had been fixed by Blizzard somehow.