When it's not necessary to have reliable delivery of data or you application is responsible for integrity of data. UDP is used for such things like DHCP, DNS (not for zone transfers) and so on.
Connetionless can be more effective than connection oriented (sophisticated, checking errors...making sure data arrive at its destination...) when using live video or audio streaming... For exemple, suppose you are listening musics online and there is a cut in the music, connectionless doesn't care and let it go.But connection oriented would check where the cut is and send a retransmission a each cut. It would be a slow comunication. It would be a mess.
So the answer is in audio or video streaming (over the internet, for exemple).
There are many connectionless protocols depending on which layer of the OSI model you are referring to. An example would be UDP for transport, and IP for routing.
TFTP doesn't really overcome the connectionless transport - it doesn't have to because the idea here is transferring files with speed, not quality. It doesn't matter to the protocol is the information doesn't arrive, or arrive correctly, etc.
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
UDP!
1. Low overhead 2. Connectionless 3. Unreliable Transport Service
Different from a connectionless protocol, a connection-oriented protocol guaranties the delivery of the information. An example of connection-oriented protocol is (TCP) and a connectionless protocol is (UDP). TCP is a connection-oriented protocol, it makes a connection and checks whether the data is received, and resends if it is not. UDP is a connectionless protocol, it does not guarantee delivery by first connecting and checking whether data is received.
In internet protocol suite UDP is the connectionless protocol. There is no initial communication between client and server. UDP will not check whether the transmission was successful.
Connectionless Protocols: These protocols do not establish a connection between devices. As soon as a device has data to send to another, it just sends it. Answer:A Connectionless Protocol is a data communication method in which communication occurs between hosts with no previous setup. The device at one end of the communication transmits data to the other, without first ensuring that the recipient is available and ready to receive the data. The device sending a message simply sends it addressed to the intended recipient. The Internet Protocol (IP) and User Datagram Protocol (UDP) are connectionless protocols, but TCP/IP (the most common use of IP) is connection-oriented
Connectionless protocols
It is desirable in some cases where the time to establish and maintain a connection is either unnecessary or incurs excessive overhead. Take, for instance, beacons broadcast by either your cellular towers or WiFi access points--these transmissions are multicast and are not intended for a particular recipient, thus there is no reason to set up a connection to any client devices. Any multicast transmission would not need to establish a connection. In other cases, such as streaming video applications, a connectionless protocol like UDP is used since lost packets are often unusable once they fail to reach the recipient by a given deadline. An application using UDP transport will be able to ignore the lost packets or explicitly request important packets again, whereas a connection-oriented transport layer like TCP would retransmit stale packets and also throttle bandwidth in response to lost packets.
It uses a connectionless protocol only for multiple simultaneous transmissions. It uses multiple ports. - UDP
First let me explain the difference between connection oriented and connectioinless oriented. We'll use you as an example, Lets say you want to send an email to your friend in Australia. You need a system called a protocol to set up your system before you send the message. First a connection has to be made with your buddies Internet supplier, then once the connection is made you can send your email, then you want to make sure he got your email and then you want to end the session so someone else can use the system. On a connection protocol, the protocol first establishes a connection, then waits for a signal from the receiver to make sure the system is clear, then the data is sent, then it waits for a signal to say the data was received, then the session is closed. On a connectionless protocol, the session is established, the data is sent, and then the session is closed. So there is no confirmation if the data was received. That is what connectionless means, Netware uses a Transport protocol called IPX which is a connectionless protocol. So that is where the name came from.