We have spent a lot of effort to make sure playing through Ensemble Studios Online (ESO) is as friendly to firewalls, NATs, routers, and ICS as possible. In the vast majority of cases, you should be able to play via ESO with those setups with zero configuration, difficulty, or extra steps.
For some particularly rigid firewall setups, we do require a single port to be opened, but that's it. It is unfortunately impossible for us to make it work with every possible networking configuration out there, just because there is a truly mind-boggling variety and inconsistency of ICS, NAT, router, and firewall setups. However, I think we've done a good job of making it work seamlessly for 99% of users out there, and if you're savvy enough to setup a complex network configuration you should have no problems configuring for AOM even if you are in that last 1%.
-- Rob "Xemu" Fermier
Lead Programmer, Ensemble Studios