Only use UDP if you really know what you are doing. UDP is in extremely rare cases today, but the number of (even very experienced) experts who would try to stick it everywhere seems to be out of proportion. Perhaps they enjoy implementing error-handling and connection maintenance code themselves.
TCP should be expected to be much faster with modern network interface cards due to what's known as checksum imprint. Surprisingly, at fast connection speeds (such as 1Gbps) computing a checksum would be a big load for a CPU so it is offloaded to NIC hardware that recognizes TCP packets for imprint, and it won't offer you the same service.