I’d say intensive First-Person shooters are games that would benefit from using UDP. It requires lots of packets back and forth, but each packet is relatively small. UDP has less inherent overhead, so the total data amount will be smaller. Also, because the graphics of these games update really quickly (as opposed to human reaction), a missed packet should not be more than a slight hiccup graphically (because the next update comes so fast after).
Remember that very few games can enjoy a “I don’t care” mentality on its sent and received data. And in these situations, the game needs software replacements for the guaranteed delivery contract. This is far from trivial to implement in any software that’s beyond tic-tac-toe.