if you haven't yet heard of it, a utility called netcat is very useful for debugging network applications. it's small and easy to use from command line, able to do either side of connection etc.
in reply to Problems with INET, Select, and Win32
regards a comment that UDP is peerless..i doubt whether this is true. afaik it still makes a connection directly to destination, but the protocol does not guarantee delivery or correct ordering of packets such as provided by TCP. UDP is not broadcast...unless you use a broadcast destination address. all IP traffic has source and destination address and port pairs.
the hardest line to type correctly is: stty erase ^H