Empirical testing complete! (well, as empirical as I can get, anyway)
Dell 1747 laptop, i7 Q720 quad-core processor, 8gb DDR3 1333MHz RAM, 2 SATA 500gb hard drives @5200 RPM (I'm assuming the HD speed)
E-MU 0404 USB 2.0 Audio Interface
Cakewalk UM-1G USB MIDI Interface
Behringer MX 802A Mixer
FL Studio 10.0.8
1) Fully Wireless, Monitors
2) Fully Wireless, Headphones
3) Wired via USB MIDI, Monitors
4) Wired & Wireless simultaneously (via MIDI in on audio interface and MIDI in from UM-1G), Monitors
1 & 2: There was no difference I was able to hear between my Mackie monitors (about 3' away from my ears) and a pair of wired headphones.
1 & 3: There was a definite snappiness to #3 that #1 lacked in an incredibly slight amount. It seems wired is definitely a hair more responsive than via the MIDIJet Pro. I would have to guess that this is normal, given that (I assume) there's a larger amount of processing that has to be done to transmit the signal wirelessly. However, Inspector, if you think it could be a technical issue, let me know. I'm open to suggestions.
4: This seemed to corroborate my findings with 1 & 3. I activated both MIDI inputs via FL Studio and when striking pads in Battery 3, rather than one solid drum sound, I could hear that the attack was rough-sounding and clicky from the two hits occurring minutely apart. Also, longer drum sounds seemed to create an "out of tune" sounding effect since the sample was not playing at the exact same point between the two inputs.
So what's all this mean? Not sure. My ASIO latency was set at 6ms, so I turned it down to 4. I tried different drums to make sure it wasn't an issue with the attack settings in Battery 3. My personal opinion is that the delay is so minute that it won't cause an issue, but again, I have to look to you more experienced tribesmen to tell me if it's something to worry about when playing with a band, and to you, Inspector, if you think it's a technical issue. I don't see what could have gone wrong though to create such a delay...with no moving parts, I would assume any technical issues would result in complete failure rather than the addition of a tiny delay.