Additional tips:
1. If you have the ability to game wired, definitely do it. With a wireless connection, any other devices that can emit a wireless signal can impede the fluctuation of signaling, causing the latency between your device to waver. And if the first hop from your device to the next is "unstable" its only going to snowball from there. This is called jitter, and I've encountered/helped a few people here get rid of it.
2. If you are running wired, make sure to use quality cabling. Fresh Cat5e/6 can make a difference when its replacing a cable that has been rolled over by your chair, chewed up by the pet, etc.
2a. If you have the ability to check, see if your line is running clean. If you see discarded frames/dropped packets, you are going to have a bit of latency while the receiving end is waiting for your packet stream to finish.
3. To piggyback on what Snipeye was saying, turn off any additional programs/processes that might be "heartbeating" out of the LAN connection. On board LAN connections will utilize CPU power, which will also limit processing back to the LAN. If at all possible, try and get a dedicated NIC. You may not see that much of a difference (perhaps 2-3 ms decrease) but depending on, you might see a huge increase in weaker machines that just can't muscle the programming of today.
You might not have a lot of control on how you get from your desktop to a server, regardless if you are only cities or states away. It's how the internet routes. If you see a really unusual route to a destination, for example, living in Oklahoma, but routing through Washington DC to get to Dallas, you can call your ISP and they can examine a traceroute to see if you are taking the most optimal path. Maintenances are done somewhat constantly to move consumer customer gatweways through different peering points. Hell, you might have them stumble upon a down peering point between networks like I did one time. It never hurts to call them and ask, but, don't fret if they don't do anything for you if you are on a consumer line.