Running on localhost with Twenty Twelve and the Recent Posts Widget (among others), I'm seeing really long delays before the widget preview updates. It's often many seconds after both the widget saving spinner and preview highlight/glow border around the relevant widget are gone. The first few times I saw it, actually thought the whole thing was just broken. This also leads to "piled-up" changes getting back-logged.
Obviously, a faster preview refresh would be the ideal solution, but if that's not always possible, I'd really consider overlaying a spinner and graying out the widget until the preview updates. Otherwise, it looks like the customizer flat-out doesn't work.