A huge problem with TCP wrt gaming is the default ACK frequency on Windows which is set to 2. This effectively almost doubles the latency of game connections (sending/receiving a lot of time-sensitive small packets).

It can be changed with a registry setting (TcpAckFrequency) but you can't expect even a significant fraction of your users to do that. Why this isn't a per-connection option sort of like TCP_NODELAY is beyond me.