Totally depends on your power goals and also your geographic location play a part too. If you're in a place like Texas thats hotter than hell a lot of the year then, yes you'll have more heat soaking issues. Colder or more temperate climates, not so much. I live in Portland, OR where much of the year its just not that hot.
More lag? Yes. Dramatically? I'll let guys that have swapped over from TMIC to FMIC to chime in on that. I'll also mention that a lot of the guys that I've talked with that have FMIC's (both on and off the race track) are continually chasing down boost leak problems since there are plenty of places for the system to leak. Does that mean you can't have a FMIC that doesn't leak? Not at all. It just surprises me how often I hear about it from FMIC guys
If you want to push big power, (over 350-ish at the wheels) then yeah you might want to think about it. That said there is a ton of fun to be had in a car with less power than that and if thats your call, I'd stick with a properly installed TMIC. Just my .02 cents....