I use UDP in both directions.
I've tested at least 20 different places, including coffee shops, libraries, restaurants, 3g/4g cellular and never had a problem with firewalls/router incompatibility. Maybe my sample size is too small, I'd really like to have about 200 different places tested before calling it a day (that's what Beta is for), but that has been my experience.
While I haven't hit any router issues yet, I certainly have seen differences in packet loss and latency. A couple Starbucks location are the worse: they average about 15% packet loss, 1200ms ping.