I had an interesting problem this afternoon: a client program using a UDP transport was having trouble communicating with its server. The client doesn't call bind() unless you specify a particular port, so it gets a dynamic port (which Windows allocates from 1025). It turned out it was using UDP port 1434...
...which is, by convention, SQL Server's port. It appears that Enterprise Manager sends (as I discovered a couple of days ago) packets to this port to discover if the server is alive, for all registered servers. The client was running on our test box, for which we use the same IP address regardless of what's installed. I'm guessing (but didn't confirm) that a colleague still has a registration for that server.
So the client was getting a single byte just often enough to assume that the server has responded (for reasons I can't go into here, we don't connect() to the server and hence only accept packets from a particular end-point). It was processing the response as 'response received,' but then discarding it because it was too short. Result: going round and round in a retry loop.
The key point: always verify as much of your protocol as possible. Put some magic numbers in it, if you're designing a binary protocol. Reject anything that looks even vaguely wrong.
Some people write code that is too loose, on the misguided assumption that it makes the software more flexible. It does, but it also means that your program may react badly to being sent something it's not expecting. At worst this can lead to security holes.