Just to clarify, the footstep sound lag was indeed fixed in 1.4.3. The block placement sound lag was not.
Duplicate bug report MC-55 points out that there's a client mod (of which I happen to be the author) out there to fix the issue: NoSoundLag, http://www.minecraftforum.net/topic/1414774-nosoundlag/
But please do fix this issue! It's very noticeable for 100ms+ latencies, which is not uncommon.
Also, block destruction sounds are client-side but block placement sounds aren't.
As of 1.6.2, block placement sounds still have noticeable lag when connecting to a server with relatively high latency (~100ms+). Delayed sounds are rather confusing for players.
Furthermore, it's inconsistent with block breaking sounds, which are generated client-side rather than server-side.
The fix should be relatively straightforward: generate block placement sounds on client-side like they were before 1.3.