I'll start this topic here because I just spent too much time researching a problem I was having with brush lag in Photoshop and the Cintiq 22hd. They'll tell you in other forums to reinstall old drivers and to even reinstall your old operating system, but I found that the lag I was having came from having my rulers turned on.
So tip #1: Turn off your rulers in Photoshop if you are experiencing a pen lag with your Cintiq. This may also help if you are having the problem with a Wacom tablet, but I haven't tried it out yet.
And just to keep the ball rolling on the tip line, here's tip #2: If you use a lot of keyboard shortcuts, get yourself a CinTweak keyboard tray and a small bluetooth keyboard. (I am not a paid solicitor, just a happy user.) It will save you a ton of time. http://www.gizmotweak.com/
If anyone else has any helpful tips, please keep this thread going.