In all online games, expect lag all the time. I can play with or without lag, but realize that the better/longer combos you have take a beating online. IE in 2002: I never get my vanessa 100%'s and I can only clear like 70-80% with yamazaki online, as opposed to the dpD hcb a/b/c d rush in sC BC sC re-opener. It just becomes hard because alot of the things I like are tough offline when it comes to timing, online because of lag/delay the timing is always ever changing. The game loves to freeze for short time periods when you enter max. (yay, ugh)
I can't even phathom playing the III series online because of all the stuff I like offline. What if I miss Ken's bmk to shippu jinrai kyaku? Maybe its not a big deal, I don't really play it online. From my personal experience though, KOF is gonna really piss people off when it hits live. Athena in 2002 is super good online because of zoning, rushdown, projectile zoning. All kinds of ridiculous shit that becomes incredibly difficult to work around online. Simple because her game is very solid on all fronts, she can take to air, she can control floored people, she can teleport behind your laggy ass when beat you down when your facing back. These things require alot of prediction that takes a beating.
Realize its not simple lag thats a bitch, is the higher delay lag that ruins the experience sometimes. Don't worry though, eventually you'll roll with it. It won't make a good mai, athena or choi any easier to fight. I give people a real bitch of a time with choi sometimes. Make sure you got a good dpA whore or the like.
Mai and athena I have no strategy with.
If you wanna be a real cunt, use mai, athena and choi exclusively. And get mad good with them, you wont ever loose.