Features are disclosed for selecting preferred content request modes on a client computing device when initiating content requests. The request modes may correspond to direct requests (e.g., requests made from a client device directly to a content sever hosting requested content) or to indirect requests (e.g., requests made from the client device to the content server via an intermediary system). The preferred request modes made be based on a statistical analysis of performance data (e.g., prior content load times) observed or recorded by the client computing device in connection with prior content requests. Randomly selected request modes may be used to provide additional data for performance analysis.