I've been using my Cintiq in CS6 (OS X) for about a year and have always battled against cursor 'lag' - basically drawing a line on the Cintiq and the cursor taking a couple of seconds to catch up. The effect pretty much destroys the feel and usability of the Cintiq.
Well - a solution has been found. In Photoshop, go to Preferences>Performance and uncheck (i.e. disable) "Use Graphics Processor". What this effectively does is disable OpenGL hardware rendering - which sounds like a bad thing - but the improvement has been incredible. No discernable lag whatsoever, no matter what size brushes, speed of drawing or resolution of image.