The number one way to improve your video game experience is to make sure you are plugged in with an Ethernet cord.
If you video game is far away from the Ethernet port there is a way to extend a wired connection to another room.
You can use a device like this to extend ethernet to another room:
Here is a knowledge base article on how to add or extend ethernet ports:
Again, never video game over WiFi. WiFi by its very nature introduces latency. And latency will destory your gaming experience.
Finally make sure you have IPv6 enabled. Most video games take advantage of IPv6 today.