@ Mav: I'm thinking they were all central judging from the time zones they displayed on the server menu.
@ Ztalker: The lag isn't bad at all if you have a decent connection.
If you really want to test it out though, go to this site:
http://speedtest.net/
Now, see the world map at the bottom? Drag the green box on the map over to the west coast of the US and find Los Angeles or San Francisco on the west coast and test your connection speed to a server located in one of those cities.
The thing you're looking for is how long it took to ping the server. My test with LA got me
172ms which is pretty good for someone in Australia..