stock rom didnt have recovery only flash mode and fastboot mode,
to access flash mode turn off the phone press and hold the down volume button and insert the usb cable,
to access fastboot mode do the same but press and hold the up volume button instead and insert the usb cable,

note: both fastboot and flash mode can only be enter with a pc,

for recovery u have to install in yourself. see http://forum.xda-developers.com/xperia-u/go-development

hope this helps

the laggy problem only happens after jb update, most probably due to insufficient ram to run jb, i think the only way to settle this is to install kitkat, but its unstable right now, and quiet a few features are still missing. other than that u might wanna try to install a leaner jb (Beanz 2 lite or slim bean). anyway do let me know if wiping cache and dalvik settles the lag problem..