When using WebClient to download data there seems to be some minor but perceivable delay incurred each time from resolving the proxy. Since I need to call the methods using the webclient multiple times in different threads and webclient itself isn't thread safe I was thinking of instead just creating a new webclient each time and setting it's proxy to a pre-initialized IWebProxy
But is IWebProxy thread-safe so I can do this and is there possible some better way of doing this?