I think some of the answers are missing an important point. The choice between UDP and TCP should not be based on the type of data (e.g., audio or video) or whether the application starts to play it before the transfer is completed ("streaming"), but whether it is real time. Real time data is (by definition) delay-sensitive, so it is often best sent over RTP/UDP (Real Time Protocol over UDP).
Delay is not an issue with stored data from a file, even if it's audio and/or video, so it is probably best sent over TCP so any packet losses can be corrected. The sender can read ahead and keep the network pipe full and the receiver can also use lots of playout buffering so it won't be interrupted by the occasional TCP retransmission or momentary network slowdown. The limiting case is where the entire recording is transferred before playback begins. This eliminates any risk of a playback stall, but is often impractical.
The problem with TCP for real-time data isn't retransmissions so much as excessive buffering as TCP tries to use the pipe as efficiently as possible without regard to latency. UDP preserves application packet boundaries and has no internal storage, so it does not introduce any latency.