We combine queueing theory and game theory to evaluate the performance of a queueing system with multiple strategic candidate servers. The intent is to model a transmission system where packets can be sent via multiple options, each incurring a cost and controlled by a distributed management. Our purpose is to analyze the effects of the presence or the lack of both cooperation and communication between servers. The mathematical characterization of the uncertainty about the characteristics of the transmission alternatives available is captured through a Bayesian game formulation. In this setup, we compute both the Price of Anarchy, quantifying the inherent inefficiency arising from selfish management of each server, and the Price of Stability, which is the loss due to distributed system management, under different conditions of signaling exchange among the servers.