I am just posting this here since it's a bit of information I regularly provide to customers and I always have trouble remembering where I found it (yes I know I should create a browser bookmark, but I thought I would share!).
When you deploy Office 365 one of the most difficult (and poorly documented) areas is network connectivity for clients and servers on terra firma connecting to the cloud. My recommendation is to bypass your normal internet proxy servers for all Office 365 services to provide the best experience for your earthlings trying to access their cloud based email – this obviously raises the question "Which names do I need to exclude?" and that's where the following TechNet page comes in…
Office 365 URLS and IP Address Ranges
Exchange Online URLs and IP Address Ranges
RSS Updates for URL and IP Address Range Changes
Exactly how you engineer your bypass list is specific to your network topology and technology.