It is easy to check for leaks, just go to all the different connection spots on your exhaust, and feel for any air leaks. You will never have any "sucking" of air into you exhaust from a leak, the pressure of the exhaust is always going to be above atmospheric, so if there is a leak, you will feel it. I know I had a leak in my mazda's tubing, it was coming from a hole in the actual piping. Trust me, you can hear a leak at all rpms if it is running, even at idle.
ktanaka, what type of intake are you running? If you hit the gas instantly, it will take a little time for the throttle to respond to the sudden increase in flow area. If you are running a stock, or slightly restrictive intake, it will take more time than with a short ram or cold air intake. Your filter could be clogged too.