Well, it is just fact that wireless networking slows things down. It is just not possiable to get rid of the lag that sending a singal trough the air introduces.
Also, the speeds between the Airport and the Airport Extreme should not be too drastic. Your internet connection conected directly to the cable modem is ~9mbps. The airport you have is using the 802.11 B specification, wich allows a maximum of 12 mbps. The Airport Extreme, wich runs on 802.11 G, Allows for 52 mbps of data. Both of the Airports support more bandwith than you are providing them. So don't expect a HUGE increase of speed between a Airport and a Airport Express. But you should expect a little speed boast because of how 802.11 G is much better at penatrating walls and things like that.
As for just going from a wired connection to a router to a straight connection to the cable modem, what kind of Router are you using? Different brand routers actually sometimes make a difference in speeds. How many computers are connected to your router? What is the brand of the router? Also, what time did you run the test?
I currently have a linksys router, and it has been running flawless for the past 3-4 months. I have one of the "MIMO" routers. If you don't know what MIMO is, it means Multi Input Multi Output. The Router itself has 2 antenai on it (more expensive versions have more). The multiable antennai are good because they work togather to find dead spots in your house and fix them. They also work togather to avoid interferance with cordless phones and microwaves. I have my router in the basement of the house, and my airport bar never drops below 3/4.