A big problem for Oceanic multiboxers where our latency is always around 250ms (and sometimes as high as 500ms, forcing me to drop Crusader aura from epic flight). I too have sometimes gone to the extent of riding around via Thralls to get to the upper level of Orgrimmar.

Some tips I've found:

1. Run, don't ride, up stairs. Dismount.

2. Hug the outer wall.

3. Stop for very brief moments if you need to, to let the followers catch up.

4. Curse the Gods for not having 40ms latency......