UDPListener is a very simple program that can be used to check firewalls that may block UDP traffic from being passed.
As a quick demo, run UDPListenerV1.1.exe twice and flip the default port settings in one of the instances (leave the Local Host box blank). Click Start in both instances and then type some text in the text box at the bottom and press Send. Assuming you have the ports correct the text should go from one instance to the other.
These instances can be run on different machines as necessary.
It only does UDP traffic, and could be used as a basic example of UDP sockets (although it is fair to say there are likely much better examples out there...). It also has no error handling so any problems will close the instance.