---------- PORT FORWARDING ----------
Do NOT foward ANY ports. They are NOT required to play Diablo 3!!! You are exposing your network to unnecessary risks!
Do NOT put your computer in the DMZ, and do NOT connect your computer to your modem directly. Only use DMZ/direct connection if you are absolutely CERTAIN that you have a functioning firewall installed on your PC.
This document is HIGHLY misleading, and poorly worded, which is leading to the confusion: http://us.battle.net/support/en/article/firewall-configuration-for-blizzard-games
This document only lists OUTBOUND ports, in case you are in a secure environment (ie: work/school) and need an administrator to allow those OUTBOUND connections only.
---------- D-LINK ROUTERS ----------
If you have a D-Link router, see this thread/post: http://us.battle.net/d3/en/forum/topic/5235703921?page=2#23
However, some people in another thread have said it does not work: http://us.battle.net/d3/en/forum/topic/5150107465 Some users in other threads have attributed this to slow <3mbps internet connections, but no clear verification.
If you still cannot get your D-Link router to work, but it works in DMZ/direct connection, one option is to install DD-WRT on your router if it is supported. However, DD-WRT is 3rd party unsupported firmware, which could lead to a bricked router and voided warranty. Only use this at your own risk and with proper research. Also, dd-wrt isn't recommended for fast connection 15mbit+, without a fast router cpu. This is because it runs a busybox linux kernel, which is slightly intensive.
---------- OLDER/NON-COMPLIANT ROUTERS ----------
If you have an older router, you may experience TCP connection issues. This link may be of some service (must run in IE6 or higher). Make sure the router passes the 'Traffic Congestion Test' (ECN support): http://www.microsoft.com/windows/using/tools/igd/default.mspx
Also, see this specific post: http://us.battle.net/d3/en/forum/topic/5149542858?page=1#13
I'm not recommendeing you run out right away and buy a new 100$ router, use your discretion when selecting a price range and router appropriate to your interne connection speed. Generally, the faster your internet (ie: 20mbps), the faster the router cpu you need. Some research will be required.
Furthermore, there is NO GUARANTEE that this is your problem.
However, of interest is that ER1COFWAR did make a slight mention to an Atheros Wireless network card. I have also seen compatibility problem between older Atheros cards and older Broadcom router chipsets.
---------- TRACEROUTE ----------
Perform SEVERAL traceroutes, not just one.
Do NOT use pathping. The reason behind this is that pathping uses icmp 0, 8 which several routers will block and you will get a 'Request timed out'.
tracert uses icmp 0, 11 (TTL exceeded) which most routers WILL return.
It is normal for the last few hops to time-out. These are Blizzard routers and they do not return icmp responses.
The greatest offenders seem to be these servers, belonging to AT&T, upstream from Blizzard. Here are just 3 examples:
21 129 ms * 119 ms gar29.la2ca.ip.att.net [18.104.22.168]
22 117 ms 118 ms 329 ms 12-122-254-234.attens.net [22.214.171.124]
21 266 ms 265 ms 134 ms gar29.la2ca.ip.att.net [126.96.36.199]
22 128 ms * 134 ms 12-122-254-238.attens.net [188.8.131.52]
21 294 ms 128 ms 238 ms gar29.la2ca.ip.att.net [184.108.40.206]
22 * 217 ms 134 ms 12-122-254-234.attens.net [220.127.116.11]
There is also definitely congestion on the Blizzard network. However, since those routers do not return icmp responses, they can only be diagnosed using the in-game ping mechanism.
Comparing tracerts to in-game pings leads to the assumption that about half of the lag is due to Blizzard's internal routers/servers being over capacity.
---------- CONCLUSION ----------
So, before you go trying to fix what ISN'T broken on your end, i suggest you wait a few months before buying (never pre-order. it makes companies lazy, once they have the money in their hands), so Blizzard can fix the issues on THEIR end.
Otherwise it is impossible to separate their issues from customer issues and everyone will just end up wasting a LOT of time on this nonsense.
As a final mention: Response times do seem to be gradually improving as time progresses, but the issues have not yet been completely eradicated.