Can't really say. On official servers, your ping time in some cities is higher, but that's because you've got a couple of hundred players in the city at the same time. Currently, Dalaran is the worst affected. I can't say the same for private servers, since they don't have the same amount of players, but it's possible if there is enough players and the server isn't up to scratch.
On a similar note, has anyone experienced a bug, usually in towns, where you keep moving on the same spot after stopping. It's not lag, since I can still cast immediately. Also, certain animations (casting and jumping), stop before the end and you're character doesn't move at all.