You can use
tracert to check for bottlenecks in your connections.
Fire up the terminal and issue the following:
Your target doesn't really matter here, because we are focusing on the first hops. Assuming a typical home connection, with router and a DSL link:
The first hops up and until your router (usually
192.168.0.1) must not go above "1 ms", if they don't your own home setup is adding considerable latency. Linux's version of the command,
tracepath, estimates 1.012ms latency over my short wireless link and 0.765ms over my ethernet cable.
The following few hops after your router are your ISP's; those must be as low as possible. Values of 10ms or 20ms are okay, but definitely do complain if your ping right after the router is 50ms or more.
If you have a DSL link, you also will want to check your signal to noise ratio and attenuation ratio from your router firmware; you will want to learn more about interweaved vs fast DSL mode and other networking issues.