DHCP is a connectionless protocols.
In general, any protocol that is based on TCP port alone is a connection-oriented protocol while any protocol that is based on UDP port alone is a connectionless protocol.
And a protocols that can work on both TCP and UDP port can be either a connection-oriented or a connectionless protocol depending upon the which protocol is used (TCP or UDP).
For checking other protocols if they are connection-oriented or connectionless check
http://en.wikipedia.org/wiki/List_of_TCP_and_UDP_port_numbers