How do I solve performance issues with OmniGraffle on my MBP
There could be quite a few explanations for your delays, and I might start by checking the Activity Monitor and the Console. In the Activity Monitor, are any applications or processes taking up an inordinate percentage of CPU time or RAM? In the Console, are there any errors being reported? These are just basic troubleshooting strategies, and maybe you've already exhausted them.

You may find that you don't have enough RAM to run the program optimally. I have a 4GB machine and have had similar slow-downs with Aperture. The solution which worked for me was to run the program in 32-bit mode. You can do this by selecting the program (in your case Omnigraffle) in the Finder, choosing File > Get Info, and then ticking the checkbox marked "Open in 32-bit mode." 

Bear in mind that 32-bit mode will (I believe) limit the program to address a maximum of 4GB of RAM. That isn't a problem for you now, but might limit performance if you added more RAM to your system in the future.