A lag is sometimes felt by the driver of a turbocharged vehicle as a delay between pushing on the accelerator pedal and feeling the turbo kick-in. This is symptomatic of the time taken for the exhaust system driving the turbine to come to high pressure and for the turbine rotor to overcome its rotational inertia and reach the speed necessary to supply boost pressure. The directly-driven compressor in a supercharger does not suffer this problem. Conversely on light loads or at low rpm a turbocharger supplies less boost and the engine is more efficient than a supercharged engine.
Lag can be reduced by lowering the rotational inertia of the turbine, for example by using lighter parts to allow the spin-up to happen more quickly. Ceramic turbines are a big help in this direction. Unfortunately, their relative fragility limits the maximum boost they can supply. Another way to reduce lag is to change the aspect ratio of the turbine by reducing the diameter and increasing the gas-flow path-length. Increasing the upper-deck air pressure and improving the wastegate response help but there are cost increases and reliability disadvantages that car manufacturers are not happy about. Lag is also reduced by using a precision bearing rather than a fluid bearing, this reduces friction rather than rotational inertia but contributes to faster acceleration of the turbo's rotating assembly.
Another common method of equalizing turbo lag, is to have the turbine wheel "clipped", or to reduce the surface area of the turbine wheel's rotating blades. By clipping a minute portion off the tip of each blade of the turbine wheel, less restriction is imposed upon the escaping exhaust gases. This imparts less impedance onto the flow of exhaust gasses at low rpm, allowing the vehicle to retain more of its low-end torque, but also pushes the effective boost rpm to a slightly higher level. The amount a turbine wheel is and can be clipped is highly application-specific. Turbine clipping is measured and specified in degrees.
Other setups, most notably in V-type engines, utilize two identically-sized but smaller turbos, each fed by a separate set of exhaust streams from the engine. The two smaller turbos produce the same (or more) aggregate amount of boost as a larger single turbo, but since they are smaller they reach their optimal rpm, and thus optimal boost delivery, faster. Such an arrangement of turbos is typically referred to as a "twin turbo" setup.
Some car makers combat lag by using two small turbos (like Toyota, Subaru, Maserati, Mazda, and Audi). A typical arrangement for this is to have one turbo active across the entire rev range of the engine and one coming on-line at higher rpm. Early designs would have one turbocharger active up to a certain rpm, after which both turbochargers are active. Below this rpm, both exhaust and air inlet of the secondary turbo are closed . Being individually smaller they do not suffer from excessive lag and having the second turbo operating at a higher rpm range allows it to get to full rotational speed before it is required. Such combinations are referred to as "sequential turbos". Sequential turbochargers are usually much more complicated than single or twin-turbocharger systems because they require what amount to three sets of pipes-intake and wastegate pipes for the two turbochargers as well as valves to control the direction of the exhaust gases. An example of this is the current BMW E60 5-Series 535d.
Lag is not to be confused with the boost threshold, however many publications still make this basic mistake. The boost threshold of a turbo system describes the minimum turbo rpm at which the turbo is physically able to supply the requested boost level.
Newer turbocharger and engine developments have caused boost thresholds to steadily decline to where day-to-day use feels perfectly natural. Putting your foot down at 1200 engine rpm and having no boost until 2000 engine rpm is an example of boost threshold and not lag.
Race cars often utilise anti-lag to completely eliminate lag at the cost of reduced turbocharger life.
Just takes a few spins to adjust to the right angles and approaches for that car. 
