I've got a Microsoft Wireless Optical Desktop keyboard/mouse combo.
If the batteries in the devices are strong you get good non-line-of-sight range. Good enough that you'd have difficulty browsing the web because you can't read the screen. However, the closer you can have the receiver the better.
My mouse goes through its batteries in about 4 months. The keyboard is much more frugal: if it's had its batteries replaced at all it's just the once, in 18 months.
Both devices are affected by an active mobile phone, but only if the phone is within 6" of them. I usually have a charger in close proximity to my monitor, and one time I was on the phone, using the bluetooth headset, and my mouse wouldn't work. As soon as I moved the mobile, it was fine.
I play Half Life 2 Deathmatch frequently with this kit, and there's no lag or jumping at all. It's clearly able to cope with multiple keypresses and mouse movements at the same time.
I would say though, that whenever you're choosing a keyboard and mouse, you need to spend a decent amount of time on it. You need to try the devices out and make sure that they're comfortable and right for you. Since they're pretty much the sole means by which you will provide inputs to the computer, they're extremely important, and far too many people just go and pick up a cheap keyboard and/or mouse, and find that at best it frustrates them, and at worst it actively injures them. Take some time on it, and be prepared to spend some money on it if need be. It's far more important to have the right keyboard and mouse than it is the latest whizziest graphics card.
