With the deployment of broadband Internet access, a new set of applications that is becoming more and more popular are highly interactive services such as online gaming. When the delay experienced in an online game passes a certain threshold, the Quality of Service (QoS) degrades enormously, as a result the clients are no longer satisfied and might decide to leave the game or to cancel the subscription. Thus, delay is critical to the success of this type of service. Network delay is a result of the way the data is distributed between the players. In this paper we propose the use of a set of game servers. These servers not only play the role of a traditional game server but also form an overlay network which can be used as an application layer routing infrastructure, allowing us to route along low delay paths and thereby increasing the QoS of the game. We study algorithms that determine the ideal location of the servers in a network and look at the performance of the resulting overlay networks in terms of end-to-end delay and the relationship between the number of servers in the overlay network and the offered QoS. We also compare our distributed architecture with both a single server and a peer-to-peer architecture.