Sport around town will give you a better pick-up, and in many instances, slightly better fuel economy (just remember to switch back to normal on open highways so that it can select 6th gear).
As others have said, the lag issue gets a little better with a few 1000 km on the clock (at least my 2009 D3 did). You can additionally hold the car on the brakes and rev to 1500 for those 'have to get in front' moments - it'll rocket off then ;)
The 2.7 can be remapped, but different remaps affect the lag to varying degrees. I've tried 3 or 4, and the best I've driven so far was one from BAS (UK).
Cheers,
Gordon

