Apple released a firmware fix that makes the Capslock key behave normally if it's remapped in OS X. However, I don't use OS X, and the keyboard doesn't send the event until after the delay (if I just tap the key quickly, Linux/Windows don't see anything), so I assume it's some combination of keyboard firmware + OS X.
OS X turns off the delay if you map that key to something else. The only workaround I've found in Linux is to force the LED on with setleds so that the hardware thinks it doesn't need to enable the delay.
Not for me - I've had two Macbooks in the last two years for work, and both of them suffered this problem, which makes developing in Vim super annoying (I remap Caps_Lock to Esc).
