Load Balance Redirect question

We are going to be serving lot of video content, live and VOD that requires good amount of active bandwidth per client. There will be few physical servers to serve the content. I don't want that all traffic should go through the load balancer. What I am looking for is a client to come in and be redirected to an active server and then the load balancer gets out of the picture and from that point on the content is served directly to the client. Is this possible?