в SL4 добавили поддержку UDP multicast
с SL2 там есть PollingDuplex (WCF)

Frozzegмультикаст вроде как для локальной сети?
мультикаст не пробовал, но как я понял, можно и для интернета, "используя HTTP соединение как прокси в локальной сети"
из доки SL4IP multicasting is not a new technology. IP multicasting was used since the early 1990s to broadcast some of the Internet Engineering Task Force (IETF) quarterly meeting presentations to interested parties unable to attend in person. The use of IP multicast has been limited by a lack of IP infrastructure to supports it (end-to-end router support). This issue does not normally exist within the Intranet for a corporation or other large organizations (educational institutions and government agencies, for example). Most mainstream commercial-grade routers now support IP multicasting. As a result, the market and demand for IP multicast applications is now expanding. A common scenario is the need to stream live video or data to a large number of clients (receivers or listeners) on a network efficiently so it can scale.
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If an application server on the local network has the ability to interact with a multicast group on the local network, then it is safe to give a Silverlight application from this server access to the multicast group. A Silverlight application could achieve the same thing by using an HTTP connection to the server as a proxy. If a server on the Internet is prevented from interacting with a multicast group on a local network (either implicitly by Internet routers that do not support multicast or explicitly by a corporate firewall blocking the interaction), then a Silverlight application from that server should not be given access to the group even if the computer it is running on does have access to the group.

а вот PollingDuplex использую (правда, не для игр), он как-раз и разрабатывался для "скудного браузерного соединения", и каких-то проблем не ощущаю... рекомендую))