By far, your best opportunity for no lag are JP1 remotes made by Universal Electronics (although seldom sold as that brand). These are manually programmable, including macros and adding new functions to buttons. It is much more convenient to use a JP1.3 USB interface cable  ($30) to program the remote from a PC (Windows, Mac and Linux) using the free program RemoteMaster.  The only delay you'll see with these remotes is the time it takes to actually send the IR signal, or the ones that you may intentionally include in macros.

I would recommend the RCA RCRP05B ($20 at Best Buy, Walgreens, etc).  It has 5 device buttons, but can be PC programmed for 8 devices.  It is not backlit and uses AA batteries-- but these will last for a year or so, or you could use rechargeable cells.

If backlighting is important to you, there are other JP1 remotes with that feature.