I actually play on a Japanese Server, Tonberry. The lag seems quite a lot less and with fights like Titan in the game, that can be significant.

Tonberry can be tricky to get on to though I do often see new players. I understand there is another server on the same battlegroup that is unofficial Oceanic but I'm not sure which one. I'll ask in my FC and see if anyone knows and repost here if I can get an answer. Its just the trick of finding the right server.