A digital media player device includes, without limitation, a processor and a communication module coupled to the processor and configured to support data communication with a digital media place-shifting device. The processor and the communication module cooperate to attempt to establish data communication with the digital media place-shifting device in accordance with a connection mode sequence that identifies a plurality of different data communication modes supported by the digital media player device, until one of the plurality of different data communication modes can be used to initiate a data communication session between the digital media player device and the digital media place-shifting device. The processor and the communication module also cooperate to perform data communication with the digital media place-shifting device, using the one of the plurality of different data communication modes.