Not every “tick” of scroll wheel is registering on physical mouse

It seems like what you are referring to is not a problem with your mouse (as you've tried several). I'll also rule out the silly possibility that you are using all those mouses on a sub-optimal surface, like glass or uneven and rough wood, etc. I think you're simply experiencing the effect of different mouse acceleration algorithms between different operating systems.

As the physical hand/mouse movement cannot practically be mapped 1:1 to the cursor movement (you'd need a trackpad as big as the screen!), some kind of mapping algorithm between the hand movement and cursor movement is necessary. Mac by default implements it so that slow hand movement maps to a very slow cursor movement (for precise targeting), and a relatively fast hand movement maps to a very fast cursor movement (for moving quickly in a general direction but without fine-level accuracy). On Win machines a bit of this kind of acceleration also exists but it is not nearly as pronounced as it is in OS X. Some Win users switching to a Mac might find this maddening as their muscles and motor skills are used to something different. But same is true for a Mac user switching to Win. I.e. a Mac user might feel that mouse is traveling way to slow when reaching distant parts of the screen, and it's harder to do fine targeting in a small area. The Mac way does seem to work better the larger the displays are since it's benefits are more obvious in that case.

The good news is that if you just give it a week or two of constant usage, your muscles will likely get used to it and you won't perceive a problem at all. Based on your description, you might want to increase you mouse speed a bit though, to split the difference between big broad moves, and tiny, precise ones.

As a last resort, there are apps like Controller Mate: http://www.orderedbytes.com/controllermate/help/?show=configaccel that let you adjust the acceleration algorithm used yourself.

In Terminal, run the following command to disable mouse scaling.

defaults write -g com.apple.mouse.scaling -1

Similarly, the following disables scroll wheel scaling.

defaults write -g com.apple.scrollwheel.scaling -1