I got a keyboard (piano) and USB-midi module for it for Christmas a few years ago from my dad and step-mom. I played around with it quite a bit but there was always a huge lag of about 1 second, so it was really tough to do anything good with it.
I just dusted the piano off and plugged the USB thing into my MacBook Pro and then opened up GarageBand. I was surprised to find there is zero lag.
I always assumed the lag was because of the USB interface causing a delay or something. But nope; it was Windows’s fault. I tried all sorts of settings, even tried it across different versions of Windows, and different programs. Everything in Windows had a delay, I was so CERTAIN that it was the USB module! But just now I literally muted my piano’s output and played the piano with the sound coming out of my MBP’s speakers. There was no delay at all. That’s incredible.
And of course it was as easy as plugging in the USB cord and opening GarageBand. Nothing to install or set up, it just worked. Hooray!