It depends on how much clients do you expect and how large messages will be sent.
The issue is that UDP does not guarantee delivery of data by itself, so some packets could be dropped.
http://technet.microsoft.com/en-us/library/cc785220(v=ws.10).aspx[
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Simultaneous data sending both by sender and receiver will be critical with a large amount of connections. Even if you create your own protocol layer upon UDP to count number of messages sent, CRC etc to reduce data loss there will be a issue with a maximum thread count.
So if your solution designed in a right way, there will be no problems with tenths of clients but still there is a chance of flooding.
UDP should be reliable enough for fast connections and fair simple in realization, but for some cases I would prefer a completion ports.
http://msdn.microsoft.com/en-us/library/windows/desktop/aa365198(v=vs.85).aspx[
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