It should be noted that in it's "kind of official" meaning, ping refers to ICMP ping, not something you send as normal data. Technically, this is just an IP datagram which uses a different internet layer protocol (instead of e.g. TCP or UDP).
Practically, this matters because not few cheap hosters will cheat and give ICMP (and in particular ping) higher priorities in their routers. Which means that the machines appear to have a better reachability than they have in reality. So you might wonder why it takes forever for your server to reply, but when you type ping yourserver into a command prompt, everything looks just fine. Thus, since it is "obviously" not the network, you waste hours trying to figure what's wrong on your server. Bah.
And with that lesson learned, you'll always implement your own ping or stay away from cheap hosters