UDP isn't really like yelling (unless you toss UDP packets at the broadcast address). It's more like writing a note to someone, sticking a dart through it, then throwing the dart at the recipient, covering your ears and running away. For this very reason it made my short list of favorites.

However I ended up voting for SOAP (actually for it's simpler cousin, XMLRPC - being a closet Python and Java hacker (uh oh - here comes the --) means XMLRPC is more widely implemented than SOAP and simplifies interoperability). I've been playing with it some recently, and it is a really simple way to move information without worrying about the busy work or complexity of other solutions. It's also neat to build XMLRPC handlers into your existing Perl/CGI or mod_perl scripts and suddenly get all kinds of new worlds of functionality out of them.

Of course this also merits a nod to HTTP, FTP, SMTP and those other protocols that you can run SOAP/XMLRPC on top of.