What make and model of tv do you have? My Samsung has the 120 Hz feature and if this is on, it creates very bad lag in games. Uncharted looks horribly blurry around characters and the reticule. If you have a "Game Mode", turn that on. Game Mode makes sure all settings are normal and most features that ruin games and that create lag are off.
The cable should not be doing anything since in the case of the Wii, it's analog either way. Now, someone mentioned that some TV's are slower at taking analog and converting it to digital and this is true as well. In fact, every TV needs atleast a millisecond to do this, it just all depends on how fast or slow your tv is at handling it. That's why I never buy off brands like Vizio. They have all of the features and tech in the screen and so on that Sony and Samsung have, except their tech in the electronics suck. Such as the HDMI switcher, converter, over the air tech and so on. They don't worry about the little things. Sometimes their refresh rate is a little slower as well.
My Wii looks fine and is pretty lag free. Heck you can't even play Guitar Hero with 120 Hz on noe that I think about it. You would have to go into the options and change the timing to a hainous level.