Methods, systems, and computer storage media are provided for communicating with client devices by way of a proxy device. An indication is received that multiple client devices are attempting to communicate with a shared service over a wide area network, such as the Internet. A server provides a first client device with a list of other client devices that are currently in communications with the shared service. Once a proxy device has been selected, the server receives an identification of that proxy device from the first client device so that the server knows that future communications from the first client device will be received through the proxy device. Data is then communicated to and from the shared service by way of the proxy device.