Did you know that you could automatically configure web proxy clients so that they will send requests to the right firewall in a TMG firewall array? You can! This is done by using WPAD
Check out this link for more information on WPAD and get a performance improvement for web proxy client requests
http://www.isaserver.org/articles-tutorials/configuration-general/Configuring-TMG-Web-Proxy-Client-Autodiscovery.html
HTH,
Deb