When I'm learning about various technologies, I often try to think of how applications I use regularly implement such things. I've played a few MMOs along with some FPSs. I did some looking around and happened upon this thread:
http://www.gamedev.net/topic/319003-mmorpg-and-the-ol-udp-vs-tcp
I have been seeing that UDP shines when some loss of packets is permissible. There's less overhead involved and updates are done more quickly. After looking around for a bit and reading various articles and threads, I've come to see that character positioning will often be done with UDP. Games like FPSs will often be done with UDP because of all the rapid changes that are occuring.
I've seen multiple times now where someone pointed out issues that can occur when using UDP and TCP simultaneously. What might some of these problems be? Are these issues that would mostly be encountered by novice programmers? It seems to me that it would be ideal to use a combination of UDP and TCP, gaining the advantages of each. However, if using the two together adds a significant amount of complexity to the code to deal with problems caused, it may not be worth it in certain situations.
Many games use UDP and TCP together. Since it is mandatory for every game to deliver the actions of a player to everyone, it has to be done in one way or the other. It now depends on what kind of game you want to make. In a RTS, surely TCP would be much wiser, since you cannot lose information about your opponents movement. In an RPG, it is not that incredibly important to keep track of everything every second of the game.
Bottom line is, if data has to arrive at the client, in any case, (position updates, upgrades aso.), you have to send it via TCP, or, you implement your own reliable protocol based on UDP. I have constructed quite a few network stacks for games, and I have to say, what you use depends on the usecase and what you are trying to accomplish. I mostly did a heartbeat over UDP, so the remote server/client knows that I am still there. The problem with UDP is, that packets get lost and not resent. If a packet drops, it is lost for ever. You have to take that into account. If you send some information over UDP, it has to be information that is allowed to be lost. Everything else goes via TCP.
And so the madness began. If you want to get most out of both, you will have to adapt them. TCP can be slow sometimes, and you have to wait, if packets get fragmented or do not arrive in order, until the OS has reassembled them. In some cases it could be advisable to build your own reliable protocol on top of UDP. That would allow you complete control over your traffic. Most firewalls do not drop UDP or anything else, but as with TCP, any traffic that is not declared to be safe (Opening Ports, packet redirects, aso.), gets dropped. I would suggest you read up the TCP and UDP and UDP-Lite article up at wikipedia and then decide which ones you want to use for what. AFAIK Battle.net uses a combination of the two.