This is a tricky problem to identify superficially. My suggestion to you is to take note of pages that lag and those that don't. For example, does it seem random or only on certain websites? Use AO as a test subject. Does it lag sometimes when on AO and sometimes not? Does it never lag on AO? Keep those questions in mind and try out a handful of sites in your bookmarks.
Another question to ask is in regards to lagging. Delay and lag aren't necessarily the same thing. A delay means time passes between you scrolling the wheel and the page reacting. A lag is when you scroll the wheel and the page sludges along, looking more like the page itself is slow rather than your browser not quickly responding to your scrolling. I hope that was clear. Start with what I first recommended you try and we can go from there.
A number of things can cause this problem; (1) your mouse wheel is worn out, (2) crummy coding on certain websites, (3) issue with video card refresh rate, (4) video card drivers need updating . . . Start small and we can work out the problem from there. But if scrolling works fine when you click the bar but not when using your wheel, it's likely related to your physical device.