So with my old Focus, if I plug it in, within a sec. i will hear the little chime and see the battery indicator change. With the Lumia this can take a few seconds sometimes. Also, when I turn off the screen the "Click" sound that the phone plays is delayed as well.
Mine has a 3-4 second delay (just timed it). My old one also had a delay, but not sure how long it was. One thing I noticed was that with the nokia charger it was 3-4 seconds of delay, but with the iphone charger it was about 6-8 seconds of delay.