The possibility of removing the one-loop perturbative effects of lattice artifacts by a proper choice of the lattice action is explored, and found to depend crucially on the properties of the physical quantity considered. In this respect the finite-space-volume mass gap m(L) is an improved observable. We find an explicit momentum space representation of the one-loop contribution to m(L) for arbitrary lattice actions in the case of two-dimensional O(N) sigma models. We define a ''tree perfect'' Symanzik action and find that it formally removes all one-loop lattice artifacts in m(L). On-shell improved actions do not share this property.